NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 4.444 4.508 0.064 1.4% 4.837
High 4.549 4.514 -0.035 -0.8% 4.850
Low 4.389 4.430 0.041 0.9% 4.363
Close 4.513 4.457 -0.056 -1.2% 4.425
Range 0.160 0.084 -0.076 -47.5% 0.487
ATR 0.137 0.133 -0.004 -2.8% 0.000
Volume 6,486 12,317 5,831 89.9% 47,903
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.719 4.672 4.503
R3 4.635 4.588 4.480
R2 4.551 4.551 4.472
R1 4.504 4.504 4.465 4.486
PP 4.467 4.467 4.467 4.458
S1 4.420 4.420 4.449 4.402
S2 4.383 4.383 4.442
S3 4.299 4.336 4.434
S4 4.215 4.252 4.411
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.007 5.703 4.693
R3 5.520 5.216 4.559
R2 5.033 5.033 4.514
R1 4.729 4.729 4.470 4.638
PP 4.546 4.546 4.546 4.500
S1 4.242 4.242 4.380 4.151
S2 4.059 4.059 4.336
S3 3.572 3.755 4.291
S4 3.085 3.268 4.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.614 4.363 0.251 5.6% 0.127 2.8% 37% False False 9,344
10 4.850 4.363 0.487 10.9% 0.137 3.1% 19% False False 8,941
20 4.850 4.363 0.487 10.9% 0.132 3.0% 19% False False 8,690
40 4.850 4.078 0.772 17.3% 0.130 2.9% 49% False False 6,584
60 4.850 3.980 0.870 19.5% 0.129 2.9% 55% False False 5,253
80 4.850 3.942 0.908 20.4% 0.120 2.7% 57% False False 4,335
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 4.871
2.618 4.734
1.618 4.650
1.000 4.598
0.618 4.566
HIGH 4.514
0.618 4.482
0.500 4.472
0.382 4.462
LOW 4.430
0.618 4.378
1.000 4.346
1.618 4.294
2.618 4.210
4.250 4.073
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 4.472 4.457
PP 4.467 4.456
S1 4.462 4.456

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

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