NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 4.322 4.415 0.093 2.2% 4.418
High 4.405 4.415 0.010 0.2% 4.419
Low 4.302 4.252 -0.050 -1.2% 4.246
Close 4.398 4.260 -0.138 -3.1% 4.283
Range 0.103 0.163 0.060 58.3% 0.173
ATR 0.101 0.106 0.004 4.4% 0.000
Volume 12,109 16,348 4,239 35.0% 32,298
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.798 4.692 4.350
R3 4.635 4.529 4.305
R2 4.472 4.472 4.290
R1 4.366 4.366 4.275 4.338
PP 4.309 4.309 4.309 4.295
S1 4.203 4.203 4.245 4.175
S2 4.146 4.146 4.230
S3 3.983 4.040 4.215
S4 3.820 3.877 4.170
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 4.415 4.220 0.195 4.6% 0.091 2.1% 21% True False 13,994
10 4.543 4.220 0.323 7.6% 0.097 2.3% 12% False False 9,413
20 4.678 4.220 0.458 10.8% 0.103 2.4% 9% False False 7,472
40 5.003 4.220 0.783 18.4% 0.100 2.4% 5% False False 5,560
60 5.434 4.220 1.214 28.5% 0.103 2.4% 3% False False 4,545
80 5.850 4.220 1.630 38.3% 0.107 2.5% 2% False False 3,926
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 0.008
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.108
2.618 4.842
1.618 4.679
1.000 4.578
0.618 4.516
HIGH 4.415
0.618 4.353
0.500 4.334
0.382 4.314
LOW 4.252
0.618 4.151
1.000 4.089
1.618 3.988
2.618 3.825
4.250 3.559
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 4.334 4.334
PP 4.309 4.309
S1 4.285 4.285

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

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