NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 4.291 4.234 -0.057 -1.3% 4.491
High 4.400 4.245 -0.155 -3.5% 4.491
Low 4.240 4.206 -0.034 -0.8% 4.206
Close 4.271 4.221 -0.050 -1.2% 4.221
Range 0.160 0.039 -0.121 -75.6% 0.285
ATR 0.120 0.116 -0.004 -3.3% 0.000
Volume 6,475 8,797 2,322 35.9% 29,419
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.341 4.320 4.242
R3 4.302 4.281 4.232
R2 4.263 4.263 4.228
R1 4.242 4.242 4.225 4.233
PP 4.224 4.224 4.224 4.220
S1 4.203 4.203 4.217 4.194
S2 4.185 4.185 4.214
S3 4.146 4.164 4.210
S4 4.107 4.125 4.200
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.161 4.976 4.378
R3 4.876 4.691 4.299
R2 4.591 4.591 4.273
R1 4.406 4.406 4.247 4.356
PP 4.306 4.306 4.306 4.281
S1 4.121 4.121 4.195 4.071
S2 4.021 4.021 4.169
S3 3.736 3.836 4.143
S4 3.451 3.551 4.064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.491 4.206 0.285 6.8% 0.107 2.5% 5% False True 5,883
10 4.663 4.206 0.457 10.8% 0.102 2.4% 3% False True 4,887
20 4.896 4.206 0.690 16.3% 0.106 2.5% 2% False True 4,738
40 4.896 4.194 0.702 16.6% 0.112 2.7% 4% False False 3,692
60 4.896 4.140 0.756 17.9% 0.113 2.7% 11% False False 3,100
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.020
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 4.411
2.618 4.347
1.618 4.308
1.000 4.284
0.618 4.269
HIGH 4.245
0.618 4.230
0.500 4.226
0.382 4.221
LOW 4.206
0.618 4.182
1.000 4.167
1.618 4.143
2.618 4.104
4.250 4.040
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 4.226 4.303
PP 4.224 4.276
S1 4.223 4.248

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

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