NYMEX Natural Gas Future April 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 4.356 4.420 0.064 1.5% 4.800
High 4.470 4.440 -0.030 -0.7% 4.800
Low 4.305 4.340 0.035 0.8% 4.272
Close 4.431 4.366 -0.065 -1.5% 4.340
Range 0.165 0.100 -0.065 -39.4% 0.528
ATR 0.150 0.146 -0.004 -2.4% 0.000
Volume 28,665 41,082 12,417 43.3% 202,735
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.682 4.624 4.421
R3 4.582 4.524 4.394
R2 4.482 4.482 4.384
R1 4.424 4.424 4.375 4.403
PP 4.382 4.382 4.382 4.372
S1 4.324 4.324 4.357 4.303
S2 4.282 4.282 4.348
S3 4.182 4.224 4.339
S4 4.082 4.124 4.311
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.055 5.725 4.630
R3 5.527 5.197 4.485
R2 4.999 4.999 4.437
R1 4.669 4.669 4.388 4.570
PP 4.471 4.471 4.471 4.421
S1 4.141 4.141 4.292 4.042
S2 3.943 3.943 4.243
S3 3.415 3.613 4.195
S4 2.887 3.085 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.539 4.272 0.267 6.1% 0.136 3.1% 35% False False 37,105
10 4.800 4.272 0.528 12.1% 0.151 3.5% 18% False False 39,343
20 4.800 4.272 0.528 12.1% 0.145 3.3% 18% False False 39,817
40 4.800 3.980 0.820 18.8% 0.146 3.3% 47% False False 31,155
60 4.800 3.879 0.921 21.1% 0.144 3.3% 53% False False 27,018
80 4.800 3.848 0.952 21.8% 0.136 3.1% 54% False False 23,261
100 4.800 3.848 0.952 21.8% 0.128 2.9% 54% False False 20,184
120 4.800 3.848 0.952 21.8% 0.120 2.7% 54% False False 17,776
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 0.028
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.865
2.618 4.702
1.618 4.602
1.000 4.540
0.618 4.502
HIGH 4.440
0.618 4.402
0.500 4.390
0.382 4.378
LOW 4.340
0.618 4.278
1.000 4.240
1.618 4.178
2.618 4.078
4.250 3.915
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 4.390 4.371
PP 4.382 4.369
S1 4.374 4.368

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

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