NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 29-Sep-2010
Day Change Summary
Previous Current
28-Sep-2010 29-Sep-2010 Change Change % Previous Week
Open 4.329 4.351 0.022 0.5% 4.430
High 4.409 4.367 -0.042 -1.0% 4.600
Low 4.326 4.298 -0.028 -0.6% 4.414
Close 4.355 4.352 -0.003 -0.1% 4.442
Range 0.083 0.069 -0.014 -16.9% 0.186
ATR 0.110 0.107 -0.003 -2.7% 0.000
Volume 5,765 4,720 -1,045 -18.1% 23,169
Daily Pivots for day following 29-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.546 4.518 4.390
R3 4.477 4.449 4.371
R2 4.408 4.408 4.365
R1 4.380 4.380 4.358 4.394
PP 4.339 4.339 4.339 4.346
S1 4.311 4.311 4.346 4.325
S2 4.270 4.270 4.339
S3 4.201 4.242 4.333
S4 4.132 4.173 4.314
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 4.298 0.302 6.9% 0.095 2.2% 18% False True 4,512
10 4.641 4.298 0.343 7.9% 0.108 2.5% 16% False True 4,820
20 4.678 4.298 0.380 8.7% 0.105 2.4% 14% False True 5,194
40 5.280 4.298 0.982 22.6% 0.102 2.3% 5% False True 4,146
60 5.469 4.298 1.171 26.9% 0.103 2.4% 5% False True 3,473
80 5.861 4.298 1.563 35.9% 0.108 2.5% 3% False True 3,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.660
2.618 4.548
1.618 4.479
1.000 4.436
0.618 4.410
HIGH 4.367
0.618 4.341
0.500 4.333
0.382 4.324
LOW 4.298
0.618 4.255
1.000 4.229
1.618 4.186
2.618 4.117
4.250 4.005
Fisher Pivots for day following 29-Sep-2010
Pivot 1 day 3 day
R1 4.346 4.359
PP 4.339 4.356
S1 4.333 4.354

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

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