NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.543 4.418 -0.125 -2.8% 4.430
High 4.543 4.419 -0.124 -2.7% 4.600
Low 4.435 4.310 -0.125 -2.8% 4.414
Close 4.442 4.320 -0.122 -2.7% 4.442
Range 0.108 0.109 0.001 0.9% 0.186
ATR 0.110 0.112 0.002 1.4% 0.000
Volume 3,831 4,125 294 7.7% 23,169
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.677 4.607 4.380
R3 4.568 4.498 4.350
R2 4.459 4.459 4.340
R1 4.389 4.389 4.330 4.370
PP 4.350 4.350 4.350 4.340
S1 4.280 4.280 4.310 4.261
S2 4.241 4.241 4.300
S3 4.132 4.171 4.290
S4 4.023 4.062 4.260
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.043 4.929 4.544
R3 4.857 4.743 4.493
R2 4.671 4.671 4.476
R1 4.557 4.557 4.459 4.614
PP 4.485 4.485 4.485 4.514
S1 4.371 4.371 4.425 4.428
S2 4.299 4.299 4.408
S3 4.113 4.185 4.391
S4 3.927 3.999 4.340
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.600 4.310 0.290 6.7% 0.099 2.3% 3% False True 4,503
10 4.678 4.310 0.368 8.5% 0.115 2.7% 3% False True 4,741
20 4.678 4.310 0.368 8.5% 0.111 2.6% 3% False True 5,115
40 5.434 4.310 1.124 26.0% 0.106 2.5% 1% False True 4,101
60 5.560 4.310 1.250 28.9% 0.105 2.4% 1% False True 3,367
80 5.861 4.310 1.551 35.9% 0.110 2.5% 1% False True 3,083
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.882
2.618 4.704
1.618 4.595
1.000 4.528
0.618 4.486
HIGH 4.419
0.618 4.377
0.500 4.365
0.382 4.352
LOW 4.310
0.618 4.243
1.000 4.201
1.618 4.134
2.618 4.025
4.250 3.847
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 4.365 4.455
PP 4.350 4.410
S1 4.335 4.365

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

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