NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 4.415 4.250 -0.165 -3.7% 4.281
High 4.415 4.339 -0.076 -1.7% 4.415
Low 4.252 4.224 -0.028 -0.7% 4.220
Close 4.260 4.328 0.068 1.6% 4.328
Range 0.163 0.115 -0.048 -29.4% 0.195
ATR 0.106 0.106 0.001 0.6% 0.000
Volume 16,348 22,958 6,610 40.4% 80,962
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.642 4.600 4.391
R3 4.527 4.485 4.360
R2 4.412 4.412 4.349
R1 4.370 4.370 4.339 4.391
PP 4.297 4.297 4.297 4.308
S1 4.255 4.255 4.317 4.276
S2 4.182 4.182 4.307
S3 4.067 4.140 4.296
S4 3.952 4.025 4.265
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.906 4.812 4.435
R3 4.711 4.617 4.382
R2 4.516 4.516 4.364
R1 4.422 4.422 4.346 4.469
PP 4.321 4.321 4.321 4.345
S1 4.227 4.227 4.310 4.274
S2 4.126 4.126 4.292
S3 3.931 4.032 4.274
S4 3.736 3.837 4.221
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 4.5% 0.103 2.4% 55% False False 16,192
10 4.419 4.220 0.199 4.6% 0.097 2.3% 54% False False 11,326
20 4.678 4.220 0.458 10.6% 0.105 2.4% 24% False False 8,074
40 5.003 4.220 0.783 18.1% 0.102 2.4% 14% False False 6,021
60 5.434 4.220 1.214 28.0% 0.102 2.3% 9% False False 4,889
80 5.850 4.220 1.630 37.7% 0.108 2.5% 7% False False 4,181
100 5.861 4.220 1.641 37.9% 0.110 2.5% 7% False False 3,685
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.828
2.618 4.640
1.618 4.525
1.000 4.454
0.618 4.410
HIGH 4.339
0.618 4.295
0.500 4.282
0.382 4.268
LOW 4.224
0.618 4.153
1.000 4.109
1.618 4.038
2.618 3.923
4.250 3.735
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 4.313 4.325
PP 4.297 4.322
S1 4.282 4.320

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

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