NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 4.281 4.290 0.009 0.2% 4.418
High 4.288 4.327 0.039 0.9% 4.419
Low 4.220 4.263 0.043 1.0% 4.246
Close 4.281 4.307 0.026 0.6% 4.283
Range 0.068 0.064 -0.004 -5.9% 0.173
ATR 0.104 0.101 -0.003 -2.7% 0.000
Volume 13,256 16,291 3,035 22.9% 32,298
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.491 4.463 4.342
R3 4.427 4.399 4.325
R2 4.363 4.363 4.319
R1 4.335 4.335 4.313 4.349
PP 4.299 4.299 4.299 4.306
S1 4.271 4.271 4.301 4.285
S2 4.235 4.235 4.295
S3 4.171 4.207 4.289
S4 4.107 4.143 4.272
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 4.387 4.220 0.167 3.9% 0.080 1.9% 52% False False 10,391
10 4.600 4.220 0.380 8.8% 0.088 2.0% 23% False False 7,590
20 4.678 4.220 0.458 10.6% 0.098 2.3% 19% False False 6,468
40 5.010 4.220 0.790 18.3% 0.098 2.3% 11% False False 5,085
60 5.434 4.220 1.214 28.2% 0.102 2.4% 7% False False 4,135
80 5.861 4.220 1.641 38.1% 0.107 2.5% 5% False False 3,610
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.599
2.618 4.495
1.618 4.431
1.000 4.391
0.618 4.367
HIGH 4.327
0.618 4.303
0.500 4.295
0.382 4.287
LOW 4.263
0.618 4.223
1.000 4.199
1.618 4.159
2.618 4.095
4.250 3.991
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 4.303 4.296
PP 4.299 4.285
S1 4.295 4.274

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

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