NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 23-Aug-2010
Day Change Summary
Previous Current
20-Aug-2010 23-Aug-2010 Change Change % Previous Week
Open 4.736 4.700 -0.036 -0.8% 4.990
High 4.777 4.722 -0.055 -1.2% 5.003
Low 4.730 4.659 -0.071 -1.5% 4.730
Close 4.736 4.673 -0.063 -1.3% 4.736
Range 0.047 0.063 0.016 34.0% 0.273
ATR 0.107 0.105 -0.002 -2.0% 0.000
Volume 2,721 1,726 -995 -36.6% 9,767
Daily Pivots for day following 23-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.874 4.836 4.708
R3 4.811 4.773 4.690
R2 4.748 4.748 4.685
R1 4.710 4.710 4.679 4.698
PP 4.685 4.685 4.685 4.678
S1 4.647 4.647 4.667 4.635
S2 4.622 4.622 4.661
S3 4.559 4.584 4.656
S4 4.496 4.521 4.638
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 4.955 4.659 0.296 6.3% 0.086 1.8% 5% False True 2,056
10 5.010 4.659 0.351 7.5% 0.087 1.9% 4% False True 2,792
20 5.434 4.659 0.775 16.6% 0.104 2.2% 2% False True 2,774
40 5.639 4.659 0.980 21.0% 0.107 2.3% 1% False True 2,288
60 5.861 4.659 1.202 25.7% 0.113 2.4% 1% False True 2,207
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.887
1.618 4.824
1.000 4.785
0.618 4.761
HIGH 4.722
0.618 4.698
0.500 4.691
0.382 4.683
LOW 4.659
0.618 4.620
1.000 4.596
1.618 4.557
2.618 4.494
4.250 4.391
Fisher Pivots for day following 23-Aug-2010
Pivot 1 day 3 day
R1 4.691 4.807
PP 4.685 4.762
S1 4.679 4.718

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

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