NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 4.577 4.430 -0.147 -3.2% 4.595
High 4.629 4.553 -0.076 -1.6% 4.678
Low 4.528 4.414 -0.114 -2.5% 4.450
Close 4.577 4.430 -0.147 -3.2% 4.577
Range 0.101 0.139 0.038 37.6% 0.228
ATR 0.110 0.114 0.004 3.4% 0.000
Volume 6,445 4,779 -1,666 -25.8% 25,051
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.883 4.795 4.506
R3 4.744 4.656 4.468
R2 4.605 4.605 4.455
R1 4.517 4.517 4.443 4.500
PP 4.466 4.466 4.466 4.457
S1 4.378 4.378 4.417 4.361
S2 4.327 4.327 4.405
S3 4.188 4.239 4.392
S4 4.049 4.100 4.354
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.252 5.143 4.702
R3 5.024 4.915 4.640
R2 4.796 4.796 4.619
R1 4.687 4.687 4.598 4.628
PP 4.568 4.568 4.568 4.539
S1 4.459 4.459 4.556 4.400
S2 4.340 4.340 4.535
S3 4.112 4.231 4.514
S4 3.884 4.003 4.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.678 4.414 0.264 6.0% 0.131 2.9% 6% False True 4,979
10 4.678 4.414 0.264 6.0% 0.114 2.6% 6% False True 5,167
20 4.722 4.414 0.308 7.0% 0.107 2.4% 5% False True 4,849
40 5.434 4.414 1.020 23.0% 0.106 2.4% 2% False True 3,791
60 5.687 4.414 1.273 28.7% 0.107 2.4% 1% False True 3,139
80 5.861 4.414 1.447 32.7% 0.112 2.5% 1% False True 2,861
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.144
2.618 4.917
1.618 4.778
1.000 4.692
0.618 4.639
HIGH 4.553
0.618 4.500
0.500 4.484
0.382 4.467
LOW 4.414
0.618 4.328
1.000 4.275
1.618 4.189
2.618 4.050
4.250 3.823
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 4.484 4.528
PP 4.466 4.495
S1 4.448 4.463

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

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