NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 26-Aug-2010
Day Change Summary
Previous Current
25-Aug-2010 26-Aug-2010 Change Change % Previous Week
Open 4.627 4.558 -0.069 -1.5% 4.990
High 4.627 4.607 -0.020 -0.4% 5.003
Low 4.515 4.541 0.026 0.6% 4.730
Close 4.557 4.559 0.002 0.0% 4.736
Range 0.112 0.066 -0.046 -41.1% 0.273
ATR 0.103 0.100 -0.003 -2.5% 0.000
Volume 2,204 5,909 3,705 168.1% 9,767
Daily Pivots for day following 26-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.767 4.729 4.595
R3 4.701 4.663 4.577
R2 4.635 4.635 4.571
R1 4.597 4.597 4.565 4.616
PP 4.569 4.569 4.569 4.579
S1 4.531 4.531 4.553 4.550
S2 4.503 4.503 4.547
S3 4.437 4.465 4.541
S4 4.371 4.399 4.523
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 4.777 4.515 0.262 5.7% 0.071 1.5% 17% False False 3,246
10 5.003 4.515 0.488 10.7% 0.088 1.9% 9% False False 2,571
20 5.434 4.515 0.919 20.2% 0.101 2.2% 5% False False 3,067
40 5.570 4.515 1.055 23.1% 0.106 2.3% 4% False False 2,477
60 5.861 4.515 1.346 29.5% 0.111 2.4% 3% False False 2,358
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.888
2.618 4.780
1.618 4.714
1.000 4.673
0.618 4.648
HIGH 4.607
0.618 4.582
0.500 4.574
0.382 4.566
LOW 4.541
0.618 4.500
1.000 4.475
1.618 4.434
2.618 4.368
4.250 4.261
Fisher Pivots for day following 26-Aug-2010
Pivot 1 day 3 day
R1 4.574 4.595
PP 4.569 4.583
S1 4.564 4.571

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

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