NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 4.981 4.990 0.009 0.2% 5.130
High 4.996 5.003 0.007 0.1% 5.147
Low 4.957 4.835 -0.122 -2.5% 4.855
Close 4.986 4.850 -0.136 -2.7% 4.986
Range 0.039 0.168 0.129 330.8% 0.292
ATR 0.106 0.110 0.004 4.2% 0.000
Volume 2,440 1,211 -1,229 -50.4% 19,352
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.400 5.293 4.942
R3 5.232 5.125 4.896
R2 5.064 5.064 4.881
R1 4.957 4.957 4.865 4.927
PP 4.896 4.896 4.896 4.881
S1 4.789 4.789 4.835 4.759
S2 4.728 4.728 4.819
S3 4.560 4.621 4.804
S4 4.392 4.453 4.758
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 5.010 4.835 0.175 3.6% 0.088 1.8% 9% False True 3,528
10 5.327 4.835 0.492 10.1% 0.105 2.2% 3% False True 3,272
20 5.434 4.835 0.599 12.4% 0.103 2.1% 3% False True 2,530
40 5.835 4.835 1.000 20.6% 0.113 2.3% 2% False True 2,300
60 5.861 4.835 1.026 21.2% 0.115 2.4% 1% False True 2,141
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.717
2.618 5.443
1.618 5.275
1.000 5.171
0.618 5.107
HIGH 5.003
0.618 4.939
0.500 4.919
0.382 4.899
LOW 4.835
0.618 4.731
1.000 4.667
1.618 4.563
2.618 4.395
4.250 4.121
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.919 4.919
PP 4.896 4.896
S1 4.873 4.873

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

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