NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 4.640 4.606 -0.034 -0.7% 4.700
High 4.666 4.662 -0.004 -0.1% 4.722
Low 4.574 4.558 -0.016 -0.3% 4.478
Close 4.647 4.581 -0.066 -1.4% 4.482
Range 0.092 0.104 0.012 13.0% 0.244
ATR 0.105 0.105 0.000 -0.1% 0.000
Volume 4,087 5,864 1,777 43.5% 17,199
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.912 4.851 4.638
R3 4.808 4.747 4.610
R2 4.704 4.704 4.600
R1 4.643 4.643 4.591 4.622
PP 4.600 4.600 4.600 4.590
S1 4.539 4.539 4.571 4.518
S2 4.496 4.496 4.562
S3 4.392 4.435 4.552
S4 4.288 4.331 4.524
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 4.666 4.454 0.212 4.6% 0.111 2.4% 60% False False 4,871
10 4.955 4.454 0.501 10.9% 0.102 2.2% 25% False False 3,639
20 5.280 4.454 0.826 18.0% 0.101 2.2% 15% False False 3,264
40 5.434 4.454 0.980 21.4% 0.102 2.2% 13% False False 2,733
60 5.861 4.454 1.407 30.7% 0.108 2.4% 9% False False 2,523
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 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.104
2.618 4.934
1.618 4.830
1.000 4.766
0.618 4.726
HIGH 4.662
0.618 4.622
0.500 4.610
0.382 4.598
LOW 4.558
0.618 4.494
1.000 4.454
1.618 4.390
2.618 4.286
4.250 4.116
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 4.610 4.574
PP 4.600 4.567
S1 4.591 4.560

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

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