NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 4.320 4.301 -0.019 -0.4% 4.281
High 4.355 4.311 -0.044 -1.0% 4.415
Low 4.290 4.245 -0.045 -1.0% 4.220
Close 4.326 4.302 -0.024 -0.6% 4.328
Range 0.065 0.066 0.001 1.5% 0.195
ATR 0.103 0.102 -0.002 -1.5% 0.000
Volume 17,683 16,407 -1,276 -7.2% 80,962
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 4.484 4.459 4.338
R3 4.418 4.393 4.320
R2 4.352 4.352 4.314
R1 4.327 4.327 4.308 4.340
PP 4.286 4.286 4.286 4.292
S1 4.261 4.261 4.296 4.274
S2 4.220 4.220 4.290
S3 4.154 4.195 4.284
S4 4.088 4.129 4.266
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% 41% False False 17,101
10 4.415 4.220 0.195 4.5% 0.091 2.1% 42% False False 13,746
20 4.641 4.220 0.421 9.8% 0.099 2.3% 19% False False 9,301
40 4.955 4.220 0.735 17.1% 0.100 2.3% 11% False False 6,782
60 5.434 4.220 1.214 28.2% 0.101 2.4% 7% False False 5,364
80 5.835 4.220 1.615 37.5% 0.106 2.5% 5% False False 4,541
100 5.861 4.220 1.641 38.1% 0.109 2.5% 5% False False 3,997
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.592
2.618 4.484
1.618 4.418
1.000 4.377
0.618 4.352
HIGH 4.311
0.618 4.286
0.500 4.278
0.382 4.270
LOW 4.245
0.618 4.204
1.000 4.179
1.618 4.138
2.618 4.072
4.250 3.965
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 4.294 4.298
PP 4.286 4.294
S1 4.278 4.290

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

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