NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 21-Sep-2010
Day Change Summary
Previous Current
20-Sep-2010 21-Sep-2010 Change Change % Previous Week
Open 4.430 4.465 0.035 0.8% 4.595
High 4.553 4.533 -0.020 -0.4% 4.678
Low 4.414 4.433 0.019 0.4% 4.450
Close 4.430 4.465 0.035 0.8% 4.577
Range 0.139 0.100 -0.039 -28.1% 0.228
ATR 0.114 0.113 -0.001 -0.7% 0.000
Volume 4,779 4,331 -448 -9.4% 25,051
Daily Pivots for day following 21-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.777 4.721 4.520
R3 4.677 4.621 4.493
R2 4.577 4.577 4.483
R1 4.521 4.521 4.474 4.515
PP 4.477 4.477 4.477 4.474
S1 4.421 4.421 4.456 4.415
S2 4.377 4.377 4.447
S3 4.277 4.321 4.438
S4 4.177 4.221 4.410
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 4.641 4.414 0.227 5.1% 0.118 2.6% 22% False False 4,923
10 4.678 4.414 0.264 5.9% 0.109 2.4% 19% False False 5,346
20 4.678 4.414 0.264 5.9% 0.109 2.4% 19% False False 4,979
40 5.434 4.414 1.020 22.8% 0.106 2.4% 5% False False 3,876
60 5.639 4.414 1.225 27.4% 0.108 2.4% 4% False False 3,185
80 5.861 4.414 1.447 32.4% 0.112 2.5% 4% False False 2,900
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.958
2.618 4.795
1.618 4.695
1.000 4.633
0.618 4.595
HIGH 4.533
0.618 4.495
0.500 4.483
0.382 4.471
LOW 4.433
0.618 4.371
1.000 4.333
1.618 4.271
2.618 4.171
4.250 4.008
Fisher Pivots for day following 21-Sep-2010
Pivot 1 day 3 day
R1 4.483 4.522
PP 4.477 4.503
S1 4.471 4.484

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

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