NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 4.250 4.320 0.070 1.6% 4.281
High 4.339 4.355 0.016 0.4% 4.415
Low 4.224 4.290 0.066 1.6% 4.220
Close 4.328 4.326 -0.002 0.0% 4.328
Range 0.115 0.065 -0.050 -43.5% 0.195
ATR 0.106 0.103 -0.003 -2.8% 0.000
Volume 22,958 17,683 -5,275 -23.0% 80,962
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.519 4.487 4.362
R3 4.454 4.422 4.344
R2 4.389 4.389 4.338
R1 4.357 4.357 4.332 4.373
PP 4.324 4.324 4.324 4.332
S1 4.292 4.292 4.320 4.308
S2 4.259 4.259 4.314
S3 4.194 4.227 4.308
S4 4.129 4.162 4.290
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 4.224 0.191 4.4% 0.102 2.4% 53% False False 17,077
10 4.415 4.220 0.195 4.5% 0.093 2.1% 54% False False 12,681
20 4.678 4.220 0.458 10.6% 0.104 2.4% 23% False False 8,711
40 5.003 4.220 0.783 18.1% 0.103 2.4% 14% False False 6,402
60 5.434 4.220 1.214 28.1% 0.101 2.3% 9% False False 5,120
80 5.850 4.220 1.630 37.7% 0.107 2.5% 7% False False 4,371
100 5.861 4.220 1.641 37.9% 0.109 2.5% 6% False False 3,850
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.631
2.618 4.525
1.618 4.460
1.000 4.420
0.618 4.395
HIGH 4.355
0.618 4.330
0.500 4.323
0.382 4.315
LOW 4.290
0.618 4.250
1.000 4.225
1.618 4.185
2.618 4.120
4.250 4.014
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 4.325 4.324
PP 4.324 4.322
S1 4.323 4.320

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

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