NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 4.302 4.281 -0.021 -0.5% 4.418
High 4.306 4.288 -0.018 -0.4% 4.419
Low 4.247 4.220 -0.027 -0.6% 4.246
Close 4.283 4.281 -0.002 0.0% 4.283
Range 0.059 0.068 0.009 15.3% 0.173
ATR 0.107 0.104 -0.003 -2.6% 0.000
Volume 11,966 13,256 1,290 10.8% 32,298
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.467 4.442 4.318
R3 4.399 4.374 4.300
R2 4.331 4.331 4.293
R1 4.306 4.306 4.287 4.315
PP 4.263 4.263 4.263 4.268
S1 4.238 4.238 4.275 4.247
S2 4.195 4.195 4.269
S3 4.127 4.170 4.262
S4 4.059 4.102 4.244
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 4.409 4.220 0.189 4.4% 0.084 2.0% 32% False True 8,285
10 4.600 4.220 0.380 8.9% 0.091 2.1% 16% False True 6,394
20 4.678 4.220 0.458 10.7% 0.103 2.4% 13% False True 5,780
40 5.147 4.220 0.927 21.7% 0.101 2.4% 7% False True 4,751
60 5.434 4.220 1.214 28.4% 0.102 2.4% 5% False True 3,898
80 5.861 4.220 1.641 38.3% 0.107 2.5% 4% False True 3,439
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.577
2.618 4.466
1.618 4.398
1.000 4.356
0.618 4.330
HIGH 4.288
0.618 4.262
0.500 4.254
0.382 4.246
LOW 4.220
0.618 4.178
1.000 4.152
1.618 4.110
2.618 4.042
4.250 3.931
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 4.272 4.304
PP 4.263 4.296
S1 4.254 4.289

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

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