NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 4.576 4.470 -0.106 -2.3% 4.700
High 4.595 4.628 0.033 0.7% 4.722
Low 4.478 4.454 -0.024 -0.5% 4.478
Close 4.482 4.600 0.118 2.6% 4.482
Range 0.117 0.174 0.057 48.7% 0.244
ATR 0.101 0.106 0.005 5.1% 0.000
Volume 3,690 4,809 1,119 30.3% 17,199
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.083 5.015 4.696
R3 4.909 4.841 4.648
R2 4.735 4.735 4.632
R1 4.667 4.667 4.616 4.701
PP 4.561 4.561 4.561 4.578
S1 4.493 4.493 4.584 4.527
S2 4.387 4.387 4.568
S3 4.213 4.319 4.552
S4 4.039 4.145 4.504
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 4.675 4.454 0.221 4.8% 0.107 2.3% 66% False True 4,056
10 4.955 4.454 0.501 10.9% 0.096 2.1% 29% False True 3,056
20 5.327 4.454 0.873 19.0% 0.101 2.2% 17% False True 3,164
40 5.560 4.454 1.106 24.0% 0.104 2.3% 13% False True 2,548
60 5.861 4.454 1.407 30.6% 0.110 2.4% 10% False True 2,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.368
2.618 5.084
1.618 4.910
1.000 4.802
0.618 4.736
HIGH 4.628
0.618 4.562
0.500 4.541
0.382 4.520
LOW 4.454
0.618 4.346
1.000 4.280
1.618 4.172
2.618 3.998
4.250 3.715
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 4.580 4.580
PP 4.561 4.561
S1 4.541 4.541

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

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