NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 4.387 4.302 -0.085 -1.9% 4.418
High 4.387 4.306 -0.081 -1.8% 4.419
Low 4.246 4.247 0.001 0.0% 4.246
Close 4.313 4.283 -0.030 -0.7% 4.283
Range 0.141 0.059 -0.082 -58.2% 0.173
ATR 0.110 0.107 -0.003 -2.8% 0.000
Volume 5,722 11,966 6,244 109.1% 32,298
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.456 4.428 4.315
R3 4.397 4.369 4.299
R2 4.338 4.338 4.294
R1 4.310 4.310 4.288 4.295
PP 4.279 4.279 4.279 4.271
S1 4.251 4.251 4.278 4.236
S2 4.220 4.220 4.272
S3 4.161 4.192 4.267
S4 4.102 4.133 4.251
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.835 4.732 4.378
R3 4.662 4.559 4.331
R2 4.489 4.489 4.315
R1 4.386 4.386 4.299 4.351
PP 4.316 4.316 4.316 4.299
S1 4.213 4.213 4.267 4.178
S2 4.143 4.143 4.251
S3 3.970 4.040 4.235
S4 3.797 3.867 4.188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.419 4.246 0.173 4.0% 0.092 2.2% 21% False False 6,459
10 4.600 4.246 0.354 8.3% 0.099 2.3% 10% False False 5,546
20 4.678 4.246 0.432 10.1% 0.105 2.5% 9% False False 5,435
40 5.181 4.246 0.935 21.8% 0.102 2.4% 4% False False 4,480
60 5.434 4.246 1.188 27.7% 0.102 2.4% 3% False False 3,708
80 5.861 4.246 1.615 37.7% 0.108 2.5% 2% False False 3,310
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.015
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.557
2.618 4.460
1.618 4.401
1.000 4.365
0.618 4.342
HIGH 4.306
0.618 4.283
0.500 4.277
0.382 4.270
LOW 4.247
0.618 4.211
1.000 4.188
1.618 4.152
2.618 4.093
4.250 3.996
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 4.281 4.317
PP 4.279 4.305
S1 4.277 4.294

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

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