NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 4.543 4.543 0.000 0.0% 4.430
High 4.600 4.543 -0.057 -1.2% 4.600
Low 4.496 4.435 -0.061 -1.4% 4.414
Close 4.543 4.442 -0.101 -2.2% 4.442
Range 0.104 0.108 0.004 3.8% 0.186
ATR 0.111 0.110 0.000 -0.2% 0.000
Volume 4,123 3,831 -292 -7.1% 23,169
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.797 4.728 4.501
R3 4.689 4.620 4.472
R2 4.581 4.581 4.462
R1 4.512 4.512 4.452 4.493
PP 4.473 4.473 4.473 4.464
S1 4.404 4.404 4.432 4.385
S2 4.365 4.365 4.422
S3 4.257 4.296 4.412
S4 4.149 4.188 4.383
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.043 4.929 4.544
R3 4.857 4.743 4.493
R2 4.671 4.671 4.476
R1 4.557 4.557 4.459 4.614
PP 4.485 4.485 4.485 4.514
S1 4.371 4.371 4.425 4.428
S2 4.299 4.299 4.408
S3 4.113 4.185 4.391
S4 3.927 3.999 4.340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.414 0.186 4.2% 0.105 2.4% 15% False False 4,633
10 4.678 4.414 0.264 5.9% 0.112 2.5% 11% False False 4,822
20 4.678 4.414 0.264 5.9% 0.111 2.5% 11% False False 5,093
40 5.434 4.414 1.020 23.0% 0.106 2.4% 3% False False 4,080
60 5.570 4.414 1.156 26.0% 0.108 2.4% 2% False False 3,349
80 5.861 4.414 1.447 32.6% 0.111 2.5% 2% False False 3,042
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.002
2.618 4.826
1.618 4.718
1.000 4.651
0.618 4.610
HIGH 4.543
0.618 4.502
0.500 4.489
0.382 4.476
LOW 4.435
0.618 4.368
1.000 4.327
1.618 4.260
2.618 4.152
4.250 3.976
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 4.489 4.518
PP 4.473 4.492
S1 4.458 4.467

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

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