NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 30-Sep-2010
Day Change Summary
Previous Current
29-Sep-2010 30-Sep-2010 Change Change % Previous Week
Open 4.351 4.387 0.036 0.8% 4.430
High 4.367 4.387 0.020 0.5% 4.600
Low 4.298 4.246 -0.052 -1.2% 4.414
Close 4.352 4.313 -0.039 -0.9% 4.442
Range 0.069 0.141 0.072 104.3% 0.186
ATR 0.107 0.110 0.002 2.2% 0.000
Volume 4,720 5,722 1,002 21.2% 23,169
Daily Pivots for day following 30-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.738 4.667 4.391
R3 4.597 4.526 4.352
R2 4.456 4.456 4.339
R1 4.385 4.385 4.326 4.350
PP 4.315 4.315 4.315 4.298
S1 4.244 4.244 4.300 4.209
S2 4.174 4.174 4.287
S3 4.033 4.103 4.274
S4 3.892 3.962 4.235
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 4.543 4.246 0.297 6.9% 0.102 2.4% 23% False True 4,832
10 4.629 4.246 0.383 8.9% 0.103 2.4% 17% False True 4,994
20 4.678 4.246 0.432 10.0% 0.107 2.5% 16% False True 5,187
40 5.280 4.246 1.034 24.0% 0.104 2.4% 6% False True 4,225
60 5.434 4.246 1.188 27.5% 0.104 2.4% 6% False True 3,551
80 5.861 4.246 1.615 37.4% 0.108 2.5% 4% False True 3,189
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 0.019
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.986
2.618 4.756
1.618 4.615
1.000 4.528
0.618 4.474
HIGH 4.387
0.618 4.333
0.500 4.317
0.382 4.300
LOW 4.246
0.618 4.159
1.000 4.105
1.618 4.018
2.618 3.877
4.250 3.647
Fisher Pivots for day following 30-Sep-2010
Pivot 1 day 3 day
R1 4.317 4.328
PP 4.315 4.323
S1 4.314 4.318

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

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