NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 4.600 4.585 -0.015 -0.3% 4.470
High 4.627 4.585 -0.042 -0.9% 4.666
Low 4.474 4.490 0.016 0.4% 4.454
Close 4.562 4.533 -0.029 -0.6% 4.640
Range 0.153 0.095 -0.058 -37.9% 0.212
ATR 0.109 0.108 -0.001 -0.9% 0.000
Volume 2,545 3,896 1,351 53.1% 28,111
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.821 4.772 4.585
R3 4.726 4.677 4.559
R2 4.631 4.631 4.550
R1 4.582 4.582 4.542 4.559
PP 4.536 4.536 4.536 4.525
S1 4.487 4.487 4.524 4.464
S2 4.441 4.441 4.516
S3 4.346 4.392 4.507
S4 4.251 4.297 4.481
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 4.662 4.474 0.188 4.1% 0.112 2.5% 31% False False 5,131
10 4.666 4.454 0.212 4.7% 0.112 2.5% 37% False False 4,635
20 5.003 4.454 0.549 12.1% 0.099 2.2% 14% False False 3,676
40 5.434 4.454 0.980 21.6% 0.103 2.3% 8% False False 3,054
60 5.861 4.454 1.407 31.0% 0.109 2.4% 6% False False 2,708
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.989
2.618 4.834
1.618 4.739
1.000 4.680
0.618 4.644
HIGH 4.585
0.618 4.549
0.500 4.538
0.382 4.526
LOW 4.490
0.618 4.431
1.000 4.395
1.618 4.336
2.618 4.241
4.250 4.086
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 4.538 4.556
PP 4.536 4.548
S1 4.535 4.541

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

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