NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 4.359 4.260 -0.099 -2.3% 4.323
High 4.369 4.274 -0.095 -2.2% 4.496
Low 4.287 4.101 -0.186 -4.3% 4.287
Close 4.310 4.104 -0.206 -4.8% 4.310
Range 0.082 0.173 0.091 111.0% 0.209
ATR 0.148 0.152 0.004 3.0% 0.000
Volume 94,808 174,067 79,259 83.6% 573,400
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.679 4.564 4.199
R3 4.506 4.391 4.152
R2 4.333 4.333 4.136
R1 4.218 4.218 4.120 4.189
PP 4.160 4.160 4.160 4.145
S1 4.045 4.045 4.088 4.016
S2 3.987 3.987 4.072
S3 3.814 3.872 4.056
S4 3.641 3.699 4.009
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.860 4.425
R3 4.782 4.651 4.367
R2 4.573 4.573 4.348
R1 4.442 4.442 4.329 4.403
PP 4.364 4.364 4.364 4.345
S1 4.233 4.233 4.291 4.194
S2 4.155 4.155 4.272
S3 3.946 4.024 4.253
S4 3.737 3.815 4.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 4.101 0.395 9.6% 0.127 3.1% 1% False True 123,487
10 4.636 4.101 0.535 13.0% 0.146 3.6% 1% False True 115,633
20 4.823 4.101 0.722 17.6% 0.146 3.6% 0% False True 99,692
40 4.823 3.980 0.843 20.5% 0.150 3.7% 15% False False 69,750
60 4.823 3.890 0.933 22.7% 0.153 3.7% 23% False False 56,086
80 4.823 3.854 0.969 23.6% 0.147 3.6% 26% False False 46,291
100 4.823 3.854 0.969 23.6% 0.137 3.3% 26% False False 39,184
120 4.850 3.854 0.996 24.3% 0.131 3.2% 25% False False 33,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.009
2.618 4.727
1.618 4.554
1.000 4.447
0.618 4.381
HIGH 4.274
0.618 4.208
0.500 4.188
0.382 4.167
LOW 4.101
0.618 3.994
1.000 3.928
1.618 3.821
2.618 3.648
4.250 3.366
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4.188 4.299
PP 4.160 4.234
S1 4.132 4.169

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

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