NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 4.850 4.855 0.005 0.1% 5.130
High 4.885 4.877 -0.008 -0.2% 5.147
Low 4.810 4.815 0.005 0.1% 4.855
Close 4.855 4.855 0.000 0.0% 4.986
Range 0.075 0.062 -0.013 -17.3% 0.292
ATR 0.108 0.105 -0.003 -3.0% 0.000
Volume 2,615 1,510 -1,105 -42.3% 19,352
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.035 5.007 4.889
R3 4.973 4.945 4.872
R2 4.911 4.911 4.866
R1 4.883 4.883 4.861 4.886
PP 4.849 4.849 4.849 4.851
S1 4.821 4.821 4.849 4.824
S2 4.787 4.787 4.844
S3 4.725 4.759 4.838
S4 4.663 4.697 4.821
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% 0.080 1.6% 23% False False 2,461
10 5.280 4.810 0.470 9.7% 0.100 2.1% 10% False False 2,889
20 5.434 4.810 0.624 12.9% 0.100 2.1% 7% False False 2,620
40 5.687 4.810 0.877 18.1% 0.107 2.2% 5% False False 2,297
60 5.861 4.810 1.051 21.6% 0.114 2.3% 4% False False 2,155
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.141
2.618 5.039
1.618 4.977
1.000 4.939
0.618 4.915
HIGH 4.877
0.618 4.853
0.500 4.846
0.382 4.839
LOW 4.815
0.618 4.777
1.000 4.753
1.618 4.715
2.618 4.653
4.250 4.552
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 4.852 4.907
PP 4.849 4.889
S1 4.846 4.872

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

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