NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.838 4.736 -0.102 -2.1% 4.990
High 4.955 4.777 -0.178 -3.6% 5.003
Low 4.772 4.730 -0.042 -0.9% 4.730
Close 4.793 4.736 -0.057 -1.2% 4.736
Range 0.183 0.047 -0.136 -74.3% 0.273
ATR 0.110 0.107 -0.003 -3.1% 0.000
Volume 1,710 2,721 1,011 59.1% 9,767
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.889 4.859 4.762
R3 4.842 4.812 4.749
R2 4.795 4.795 4.745
R1 4.765 4.765 4.740 4.760
PP 4.748 4.748 4.748 4.745
S1 4.718 4.718 4.732 4.713
S2 4.701 4.701 4.727
S3 4.654 4.671 4.723
S4 4.607 4.624 4.710
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.642 5.462 4.886
R3 5.369 5.189 4.811
R2 5.096 5.096 4.786
R1 4.916 4.916 4.761 4.870
PP 4.823 4.823 4.823 4.800
S1 4.643 4.643 4.711 4.597
S2 4.550 4.550 4.686
S3 4.277 4.370 4.661
S4 4.004 4.097 4.586
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.003 4.730 0.273 5.8% 0.107 2.3% 2% False True 1,953
10 5.147 4.730 0.417 8.8% 0.097 2.0% 1% False True 2,911
20 5.434 4.730 0.704 14.9% 0.104 2.2% 1% False True 2,734
40 5.687 4.730 0.957 20.2% 0.108 2.3% 1% False True 2,284
60 5.861 4.730 1.131 23.9% 0.114 2.4% 1% False True 2,199
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.977
2.618 4.900
1.618 4.853
1.000 4.824
0.618 4.806
HIGH 4.777
0.618 4.759
0.500 4.754
0.382 4.748
LOW 4.730
0.618 4.701
1.000 4.683
1.618 4.654
2.618 4.607
4.250 4.530
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.754 4.843
PP 4.748 4.807
S1 4.742 4.772

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

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