NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 4.595 4.608 0.013 0.3% 4.600
High 4.651 4.678 0.027 0.6% 4.630
Low 4.566 4.515 -0.051 -1.1% 4.473
Close 4.646 4.608 -0.038 -0.8% 4.608
Range 0.085 0.163 0.078 91.8% 0.157
ATR 0.104 0.108 0.004 4.1% 0.000
Volume 4,934 4,609 -325 -6.6% 21,844
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.089 5.012 4.698
R3 4.926 4.849 4.653
R2 4.763 4.763 4.638
R1 4.686 4.686 4.623 4.690
PP 4.600 4.600 4.600 4.602
S1 4.523 4.523 4.593 4.527
S2 4.437 4.437 4.578
S3 4.274 4.360 4.563
S4 4.111 4.197 4.518
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 4.678 4.473 0.205 4.4% 0.100 2.2% 66% True False 5,768
10 4.678 4.473 0.205 4.4% 0.106 2.3% 66% True False 5,468
20 4.955 4.454 0.501 10.9% 0.101 2.2% 31% False False 4,262
40 5.434 4.454 0.980 21.3% 0.102 2.2% 16% False False 3,396
60 5.835 4.454 1.381 30.0% 0.109 2.4% 11% False False 2,954
80 5.861 4.454 1.407 30.5% 0.111 2.4% 11% False False 2,672
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.371
2.618 5.105
1.618 4.942
1.000 4.841
0.618 4.779
HIGH 4.678
0.618 4.616
0.500 4.597
0.382 4.577
LOW 4.515
0.618 4.414
1.000 4.352
1.618 4.251
2.618 4.088
4.250 3.822
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 4.604 4.604
PP 4.600 4.600
S1 4.597 4.597

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

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