NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4.548 4.595 0.047 1.0% 4.600
High 4.630 4.651 0.021 0.5% 4.630
Low 4.545 4.566 0.021 0.5% 4.473
Close 4.608 4.646 0.038 0.8% 4.608
Range 0.085 0.085 0.000 0.0% 0.157
ATR 0.105 0.104 -0.001 -1.4% 0.000
Volume 10,922 4,934 -5,988 -54.8% 21,844
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.876 4.846 4.693
R3 4.791 4.761 4.669
R2 4.706 4.706 4.662
R1 4.676 4.676 4.654 4.691
PP 4.621 4.621 4.621 4.629
S1 4.591 4.591 4.638 4.606
S2 4.536 4.536 4.630
S3 4.451 4.506 4.623
S4 4.366 4.421 4.599
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 4.651 4.473 0.178 3.8% 0.098 2.1% 97% True False 5,355
10 4.666 4.454 0.212 4.6% 0.107 2.3% 91% False False 5,488
20 5.003 4.454 0.549 11.8% 0.101 2.2% 35% False False 4,092
40 5.434 4.454 0.980 21.1% 0.099 2.1% 20% False False 3,324
60 5.850 4.454 1.396 30.0% 0.108 2.3% 14% False False 2,924
80 5.861 4.454 1.407 30.3% 0.111 2.4% 14% False False 2,635
Crabel Price Patterns
NR False
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 0.019
Fibonacci Retracements and Extensions
4.250 5.012
2.618 4.874
1.618 4.789
1.000 4.736
0.618 4.704
HIGH 4.651
0.618 4.619
0.500 4.609
0.382 4.598
LOW 4.566
0.618 4.513
1.000 4.481
1.618 4.428
2.618 4.343
4.250 4.205
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4.634 4.618
PP 4.621 4.590
S1 4.609 4.562

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

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