NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 4.558 4.576 0.018 0.4% 4.700
High 4.607 4.595 -0.012 -0.3% 4.722
Low 4.541 4.478 -0.063 -1.4% 4.478
Close 4.559 4.482 -0.077 -1.7% 4.482
Range 0.066 0.117 0.051 77.3% 0.244
ATR 0.100 0.101 0.001 1.2% 0.000
Volume 5,909 3,690 -2,219 -37.6% 17,199
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.869 4.793 4.546
R3 4.752 4.676 4.514
R2 4.635 4.635 4.503
R1 4.559 4.559 4.493 4.539
PP 4.518 4.518 4.518 4.508
S1 4.442 4.442 4.471 4.422
S2 4.401 4.401 4.461
S3 4.284 4.325 4.450
S4 4.167 4.208 4.418
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.293 5.131 4.616
R3 5.049 4.887 4.549
R2 4.805 4.805 4.527
R1 4.643 4.643 4.504 4.602
PP 4.561 4.561 4.561 4.540
S1 4.399 4.399 4.460 4.358
S2 4.317 4.317 4.437
S3 4.073 4.155 4.415
S4 3.829 3.911 4.348
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.722 4.478 0.244 5.4% 0.085 1.9% 2% False True 3,439
10 5.003 4.478 0.525 11.7% 0.096 2.1% 1% False True 2,696
20 5.434 4.478 0.956 21.3% 0.102 2.3% 0% False True 3,088
40 5.560 4.478 1.082 24.1% 0.103 2.3% 0% False True 2,494
60 5.861 4.478 1.383 30.9% 0.110 2.4% 0% False True 2,405
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5.092
2.618 4.901
1.618 4.784
1.000 4.712
0.618 4.667
HIGH 4.595
0.618 4.550
0.500 4.537
0.382 4.523
LOW 4.478
0.618 4.406
1.000 4.361
1.618 4.289
2.618 4.172
4.250 3.981
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 4.537 4.553
PP 4.518 4.529
S1 4.500 4.506

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

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