NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 02-Sep-2010
Day Change Summary
Previous Current
01-Sep-2010 02-Sep-2010 Change Change % Previous Week
Open 4.606 4.550 -0.056 -1.2% 4.700
High 4.662 4.582 -0.080 -1.7% 4.722
Low 4.558 4.486 -0.072 -1.6% 4.478
Close 4.581 4.538 -0.043 -0.9% 4.482
Range 0.104 0.096 -0.008 -7.7% 0.244
ATR 0.105 0.105 -0.001 -0.6% 0.000
Volume 5,864 7,012 1,148 19.6% 17,199
Daily Pivots for day following 02-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.823 4.777 4.591
R3 4.727 4.681 4.564
R2 4.631 4.631 4.556
R1 4.585 4.585 4.547 4.560
PP 4.535 4.535 4.535 4.523
S1 4.489 4.489 4.529 4.464
S2 4.439 4.439 4.520
S3 4.343 4.393 4.512
S4 4.247 4.297 4.485
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 4.7% 0.117 2.6% 40% False False 5,092
10 4.777 4.454 0.323 7.1% 0.094 2.1% 26% False False 4,169
20 5.181 4.454 0.727 16.0% 0.098 2.2% 12% False False 3,526
40 5.434 4.454 0.980 21.6% 0.101 2.2% 9% False False 2,844
60 5.861 4.454 1.407 31.0% 0.108 2.4% 6% False False 2,602
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.833
1.618 4.737
1.000 4.678
0.618 4.641
HIGH 4.582
0.618 4.545
0.500 4.534
0.382 4.523
LOW 4.486
0.618 4.427
1.000 4.390
1.618 4.331
2.618 4.235
4.250 4.078
Fisher Pivots for day following 02-Sep-2010
Pivot 1 day 3 day
R1 4.537 4.576
PP 4.535 4.563
S1 4.534 4.551

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

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