NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 13-Aug-2010
Day Change Summary
Previous Current
12-Aug-2010 13-Aug-2010 Change Change % Previous Week
Open 4.918 4.981 0.063 1.3% 5.130
High 4.957 4.996 0.039 0.8% 5.147
Low 4.902 4.957 0.055 1.1% 4.855
Close 4.957 4.986 0.029 0.6% 4.986
Range 0.055 0.039 -0.016 -29.1% 0.292
ATR 0.111 0.106 -0.005 -4.6% 0.000
Volume 4,531 2,440 -2,091 -46.1% 19,352
Daily Pivots for day following 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.097 5.080 5.007
R3 5.058 5.041 4.997
R2 5.019 5.019 4.993
R1 5.002 5.002 4.990 5.011
PP 4.980 4.980 4.980 4.984
S1 4.963 4.963 4.982 4.972
S2 4.941 4.941 4.979
S3 4.902 4.924 4.975
S4 4.863 4.885 4.965
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.872 5.721 5.147
R3 5.580 5.429 5.066
R2 5.288 5.288 5.040
R1 5.137 5.137 5.013 5.067
PP 4.996 4.996 4.996 4.961
S1 4.845 4.845 4.959 4.775
S2 4.704 4.704 4.932
S3 4.412 4.553 4.906
S4 4.120 4.261 4.825
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.147 4.855 0.292 5.9% 0.087 1.7% 45% False False 3,870
10 5.434 4.855 0.579 11.6% 0.108 2.2% 23% False False 3,479
20 5.434 4.855 0.579 11.6% 0.098 2.0% 23% False False 2,557
40 5.850 4.855 0.995 20.0% 0.112 2.2% 13% False False 2,339
60 5.861 4.855 1.006 20.2% 0.114 2.3% 13% False False 2,149
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 62 trading days
Fibonacci Retracements and Extensions
4.250 5.162
2.618 5.098
1.618 5.059
1.000 5.035
0.618 5.020
HIGH 4.996
0.618 4.981
0.500 4.977
0.382 4.972
LOW 4.957
0.618 4.933
1.000 4.918
1.618 4.894
2.618 4.855
4.250 4.791
Fisher Pivots for day following 13-Aug-2010
Pivot 1 day 3 day
R1 4.983 4.966
PP 4.980 4.946
S1 4.977 4.926

These figures are updated between 7pm and 10pm EST after a trading day.

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