NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 4.990 4.850 -0.140 -2.8% 5.130
High 5.003 4.885 -0.118 -2.4% 5.147
Low 4.835 4.810 -0.025 -0.5% 4.855
Close 4.850 4.855 0.005 0.1% 4.986
Range 0.168 0.075 -0.093 -55.4% 0.292
ATR 0.110 0.108 -0.003 -2.3% 0.000
Volume 1,211 2,615 1,404 115.9% 19,352
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.075 5.040 4.896
R3 5.000 4.965 4.876
R2 4.925 4.925 4.869
R1 4.890 4.890 4.862 4.908
PP 4.850 4.850 4.850 4.859
S1 4.815 4.815 4.848 4.833
S2 4.775 4.775 4.841
S3 4.700 4.740 4.834
S4 4.625 4.665 4.814
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 5.003 4.810 0.193 4.0% 0.086 1.8% 23% False True 3,167
10 5.280 4.810 0.470 9.7% 0.100 2.1% 10% False True 2,994
20 5.434 4.810 0.624 12.9% 0.102 2.1% 7% False True 2,610
40 5.687 4.810 0.877 18.1% 0.108 2.2% 5% False True 2,330
60 5.861 4.810 1.051 21.6% 0.114 2.4% 4% False True 2,148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.204
2.618 5.081
1.618 5.006
1.000 4.960
0.618 4.931
HIGH 4.885
0.618 4.856
0.500 4.848
0.382 4.839
LOW 4.810
0.618 4.764
1.000 4.735
1.618 4.689
2.618 4.614
4.250 4.491
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 4.853 4.907
PP 4.850 4.889
S1 4.848 4.872

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

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