NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 24-Aug-2010
Day Change Summary
Previous Current
23-Aug-2010 24-Aug-2010 Change Change % Previous Week
Open 4.700 4.624 -0.076 -1.6% 4.990
High 4.722 4.675 -0.047 -1.0% 5.003
Low 4.659 4.610 -0.049 -1.1% 4.730
Close 4.673 4.624 -0.049 -1.0% 4.736
Range 0.063 0.065 0.002 3.2% 0.273
ATR 0.105 0.102 -0.003 -2.7% 0.000
Volume 1,726 3,670 1,944 112.6% 9,767
Daily Pivots for day following 24-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.831 4.793 4.660
R3 4.766 4.728 4.642
R2 4.701 4.701 4.636
R1 4.663 4.663 4.630 4.657
PP 4.636 4.636 4.636 4.633
S1 4.598 4.598 4.618 4.592
S2 4.571 4.571 4.612
S3 4.506 4.533 4.606
S4 4.441 4.468 4.588
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 4.610 0.345 7.5% 0.084 1.8% 4% False True 2,267
10 5.003 4.610 0.393 8.5% 0.085 1.8% 4% False True 2,717
20 5.434 4.610 0.824 17.8% 0.103 2.2% 2% False True 2,908
40 5.570 4.610 0.960 20.8% 0.107 2.3% 1% False True 2,351
60 5.861 4.610 1.251 27.1% 0.113 2.4% 1% False True 2,244
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.951
2.618 4.845
1.618 4.780
1.000 4.740
0.618 4.715
HIGH 4.675
0.618 4.650
0.500 4.643
0.382 4.635
LOW 4.610
0.618 4.570
1.000 4.545
1.618 4.505
2.618 4.440
4.250 4.334
Fisher Pivots for day following 24-Aug-2010
Pivot 1 day 3 day
R1 4.643 4.694
PP 4.636 4.670
S1 4.630 4.647

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

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