NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 10-Sep-2010
Day Change Summary
Previous Current
09-Sep-2010 10-Sep-2010 Change Change % Previous Week
Open 4.535 4.548 0.013 0.3% 4.600
High 4.545 4.630 0.085 1.9% 4.630
Low 4.473 4.545 0.072 1.6% 4.473
Close 4.528 4.608 0.080 1.8% 4.608
Range 0.072 0.085 0.013 18.1% 0.157
ATR 0.106 0.105 0.000 -0.3% 0.000
Volume 4,481 10,922 6,441 143.7% 21,844
Daily Pivots for day following 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.849 4.814 4.655
R3 4.764 4.729 4.631
R2 4.679 4.679 4.624
R1 4.644 4.644 4.616 4.662
PP 4.594 4.594 4.594 4.603
S1 4.559 4.559 4.600 4.577
S2 4.509 4.509 4.592
S3 4.424 4.474 4.585
S4 4.339 4.389 4.561
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.041 4.982 4.694
R3 4.884 4.825 4.651
R2 4.727 4.727 4.637
R1 4.668 4.668 4.622 4.698
PP 4.570 4.570 4.570 4.585
S1 4.511 4.511 4.594 4.541
S2 4.413 4.413 4.579
S3 4.256 4.354 4.565
S4 4.099 4.197 4.522
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% 0.103 2.2% 82% False False 5,636
10 4.666 4.454 0.212 4.6% 0.110 2.4% 73% False False 5,364
20 5.003 4.454 0.549 11.9% 0.099 2.1% 28% False False 3,968
40 5.434 4.454 0.980 21.3% 0.100 2.2% 16% False False 3,297
60 5.850 4.454 1.396 30.3% 0.109 2.4% 11% False False 2,884
80 5.861 4.454 1.407 30.5% 0.111 2.4% 11% False False 2,588
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.991
2.618 4.853
1.618 4.768
1.000 4.715
0.618 4.683
HIGH 4.630
0.618 4.598
0.500 4.588
0.382 4.577
LOW 4.545
0.618 4.492
1.000 4.460
1.618 4.407
2.618 4.322
4.250 4.184
Fisher Pivots for day following 10-Sep-2010
Pivot 1 day 3 day
R1 4.601 4.589
PP 4.594 4.570
S1 4.588 4.552

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

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