NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 15-Sep-2010
Day Change Summary
Previous Current
14-Sep-2010 15-Sep-2010 Change Change % Previous Week
Open 4.608 4.572 -0.036 -0.8% 4.600
High 4.678 4.617 -0.061 -1.3% 4.630
Low 4.515 4.558 0.043 1.0% 4.473
Close 4.608 4.592 -0.016 -0.3% 4.608
Range 0.163 0.059 -0.104 -63.8% 0.157
ATR 0.108 0.105 -0.004 -3.2% 0.000
Volume 4,609 5,080 471 10.2% 21,844
Daily Pivots for day following 15-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.766 4.738 4.624
R3 4.707 4.679 4.608
R2 4.648 4.648 4.603
R1 4.620 4.620 4.597 4.634
PP 4.589 4.589 4.589 4.596
S1 4.561 4.561 4.587 4.575
S2 4.530 4.530 4.581
S3 4.471 4.502 4.576
S4 4.412 4.443 4.560
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 4.5% 0.093 2.0% 58% False False 6,005
10 4.678 4.473 0.205 4.5% 0.102 2.2% 58% False False 5,568
20 4.955 4.454 0.501 10.9% 0.100 2.2% 28% False False 4,385
40 5.434 4.454 0.980 21.3% 0.101 2.2% 14% False False 3,498
60 5.687 4.454 1.233 26.9% 0.105 2.3% 11% False False 3,015
80 5.861 4.454 1.407 30.6% 0.111 2.4% 10% False False 2,707
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4.868
2.618 4.771
1.618 4.712
1.000 4.676
0.618 4.653
HIGH 4.617
0.618 4.594
0.500 4.588
0.382 4.581
LOW 4.558
0.618 4.522
1.000 4.499
1.618 4.463
2.618 4.404
4.250 4.307
Fisher Pivots for day following 15-Sep-2010
Pivot 1 day 3 day
R1 4.591 4.597
PP 4.589 4.595
S1 4.588 4.594

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

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