NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 4.290 4.322 0.032 0.7% 4.418
High 4.327 4.405 0.078 1.8% 4.419
Low 4.263 4.302 0.039 0.9% 4.246
Close 4.307 4.398 0.091 2.1% 4.283
Range 0.064 0.103 0.039 60.9% 0.173
ATR 0.101 0.101 0.000 0.1% 0.000
Volume 16,291 12,109 -4,182 -25.7% 32,298
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.641 4.455
R3 4.574 4.538 4.426
R2 4.471 4.471 4.417
R1 4.435 4.435 4.407 4.453
PP 4.368 4.368 4.368 4.378
S1 4.332 4.332 4.389 4.350
S2 4.265 4.265 4.379
S3 4.162 4.229 4.370
S4 4.059 4.126 4.341
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 4.405 4.220 0.185 4.2% 0.087 2.0% 96% True False 11,868
10 4.600 4.220 0.380 8.6% 0.091 2.1% 47% False False 8,190
20 4.678 4.220 0.458 10.4% 0.099 2.2% 39% False False 6,878
40 5.003 4.220 0.783 17.8% 0.099 2.2% 23% False False 5,277
60 5.434 4.220 1.214 27.6% 0.102 2.3% 15% False False 4,329
80 5.861 4.220 1.641 37.3% 0.107 2.4% 11% False False 3,750
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.843
2.618 4.675
1.618 4.572
1.000 4.508
0.618 4.469
HIGH 4.405
0.618 4.366
0.500 4.354
0.382 4.341
LOW 4.302
0.618 4.238
1.000 4.199
1.618 4.135
2.618 4.032
4.250 3.864
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 4.383 4.370
PP 4.368 4.341
S1 4.354 4.313

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

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