NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 4.585 4.535 -0.050 -1.1% 4.470
High 4.585 4.545 -0.040 -0.9% 4.666
Low 4.490 4.473 -0.017 -0.4% 4.454
Close 4.533 4.528 -0.005 -0.1% 4.640
Range 0.095 0.072 -0.023 -24.2% 0.212
ATR 0.108 0.106 -0.003 -2.4% 0.000
Volume 3,896 4,481 585 15.0% 28,111
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.731 4.702 4.568
R3 4.659 4.630 4.548
R2 4.587 4.587 4.541
R1 4.558 4.558 4.535 4.537
PP 4.515 4.515 4.515 4.505
S1 4.486 4.486 4.521 4.465
S2 4.443 4.443 4.515
S3 4.371 4.414 4.508
S4 4.299 4.342 4.488
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 4.638 4.473 0.165 3.6% 0.105 2.3% 33% False True 4,854
10 4.666 4.454 0.212 4.7% 0.108 2.4% 35% False False 4,863
20 5.003 4.454 0.549 12.1% 0.097 2.2% 13% False False 3,648
40 5.434 4.454 0.980 21.6% 0.103 2.3% 8% False False 3,082
60 5.850 4.454 1.396 30.8% 0.109 2.4% 5% False False 2,744
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.851
2.618 4.733
1.618 4.661
1.000 4.617
0.618 4.589
HIGH 4.545
0.618 4.517
0.500 4.509
0.382 4.501
LOW 4.473
0.618 4.429
1.000 4.401
1.618 4.357
2.618 4.285
4.250 4.167
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 4.522 4.550
PP 4.515 4.543
S1 4.509 4.535

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

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