NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 4.572 4.618 0.046 1.0% 4.600
High 4.617 4.641 0.024 0.5% 4.630
Low 4.558 4.450 -0.108 -2.4% 4.473
Close 4.592 4.606 0.014 0.3% 4.608
Range 0.059 0.191 0.132 223.7% 0.157
ATR 0.105 0.111 0.006 5.9% 0.000
Volume 5,080 3,983 -1,097 -21.6% 21,844
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.139 5.063 4.711
R3 4.948 4.872 4.659
R2 4.757 4.757 4.641
R1 4.681 4.681 4.624 4.624
PP 4.566 4.566 4.566 4.537
S1 4.490 4.490 4.588 4.433
S2 4.375 4.375 4.571
S3 4.184 4.299 4.553
S4 3.993 4.108 4.501
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 4.450 0.228 5.0% 0.117 2.5% 68% False True 5,905
10 4.678 4.450 0.228 5.0% 0.111 2.4% 68% False True 5,380
20 4.955 4.450 0.505 11.0% 0.107 2.3% 31% False True 4,509
40 5.434 4.450 0.984 21.4% 0.103 2.2% 16% False True 3,565
60 5.687 4.450 1.237 26.9% 0.107 2.3% 13% False True 3,034
80 5.861 4.450 1.411 30.6% 0.112 2.4% 11% False True 2,744
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 0.021
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 5.453
2.618 5.141
1.618 4.950
1.000 4.832
0.618 4.759
HIGH 4.641
0.618 4.568
0.500 4.546
0.382 4.523
LOW 4.450
0.618 4.332
1.000 4.259
1.618 4.141
2.618 3.950
4.250 3.638
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.586 4.592
PP 4.566 4.578
S1 4.546 4.564

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

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