NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 28-Sep-2010
Day Change Summary
Previous Current
27-Sep-2010 28-Sep-2010 Change Change % Previous Week
Open 4.418 4.329 -0.089 -2.0% 4.430
High 4.419 4.409 -0.010 -0.2% 4.600
Low 4.310 4.326 0.016 0.4% 4.414
Close 4.320 4.355 0.035 0.8% 4.442
Range 0.109 0.083 -0.026 -23.9% 0.186
ATR 0.112 0.110 -0.002 -1.5% 0.000
Volume 4,125 5,765 1,640 39.8% 23,169
Daily Pivots for day following 28-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.612 4.567 4.401
R3 4.529 4.484 4.378
R2 4.446 4.446 4.370
R1 4.401 4.401 4.363 4.424
PP 4.363 4.363 4.363 4.375
S1 4.318 4.318 4.347 4.341
S2 4.280 4.280 4.340
S3 4.197 4.235 4.332
S4 4.114 4.152 4.309
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% 0.095 2.2% 16% False False 4,789
10 4.641 4.310 0.331 7.6% 0.107 2.5% 14% False False 4,856
20 4.678 4.310 0.368 8.5% 0.106 2.4% 12% False False 5,162
40 5.327 4.310 1.017 23.4% 0.103 2.4% 4% False False 4,163
60 5.560 4.310 1.250 28.7% 0.104 2.4% 4% False False 3,419
80 5.861 4.310 1.551 35.6% 0.109 2.5% 3% False False 3,132
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.762
2.618 4.626
1.618 4.543
1.000 4.492
0.618 4.460
HIGH 4.409
0.618 4.377
0.500 4.368
0.382 4.358
LOW 4.326
0.618 4.275
1.000 4.243
1.618 4.192
2.618 4.109
4.250 3.973
Fisher Pivots for day following 28-Sep-2010
Pivot 1 day 3 day
R1 4.368 4.427
PP 4.363 4.403
S1 4.359 4.379

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

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