NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 4.550 4.640 0.090 2.0% 4.470
High 4.582 4.638 0.056 1.2% 4.666
Low 4.486 4.528 0.042 0.9% 4.454
Close 4.538 4.640 0.102 2.2% 4.640
Range 0.096 0.110 0.014 14.6% 0.212
ATR 0.105 0.105 0.000 0.4% 0.000
Volume 7,012 6,339 -673 -9.6% 28,111
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.932 4.896 4.701
R3 4.822 4.786 4.670
R2 4.712 4.712 4.660
R1 4.676 4.676 4.650 4.695
PP 4.602 4.602 4.602 4.612
S1 4.566 4.566 4.630 4.585
S2 4.492 4.492 4.620
S3 4.382 4.456 4.610
S4 4.272 4.346 4.580
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.223 5.143 4.757
R3 5.011 4.931 4.698
R2 4.799 4.799 4.679
R1 4.719 4.719 4.659 4.759
PP 4.587 4.587 4.587 4.607
S1 4.507 4.507 4.621 4.547
S2 4.375 4.375 4.601
S3 4.163 4.295 4.582
S4 3.951 4.083 4.523
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% 0.115 2.5% 88% False False 5,622
10 4.722 4.454 0.268 5.8% 0.100 2.2% 69% False False 4,531
20 5.147 4.454 0.693 14.9% 0.098 2.1% 27% False False 3,721
40 5.434 4.454 0.980 21.1% 0.101 2.2% 19% False False 2,956
60 5.861 4.454 1.407 30.3% 0.108 2.3% 13% False False 2,659
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.106
2.618 4.926
1.618 4.816
1.000 4.748
0.618 4.706
HIGH 4.638
0.618 4.596
0.500 4.583
0.382 4.570
LOW 4.528
0.618 4.460
1.000 4.418
1.618 4.350
2.618 4.240
4.250 4.061
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 4.621 4.618
PP 4.602 4.596
S1 4.583 4.574

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

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