NYMEX Natural Gas Future May 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 4.395 4.478 0.083 1.9% 4.804
High 4.512 4.478 -0.034 -0.8% 4.822
Low 4.346 4.382 0.036 0.8% 4.320
Close 4.470 4.409 -0.061 -1.4% 4.384
Range 0.166 0.096 -0.070 -42.2% 0.502
ATR 0.143 0.140 -0.003 -2.3% 0.000
Volume 15,159 20,161 5,002 33.0% 107,208
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.711 4.656 4.462
R3 4.615 4.560 4.435
R2 4.519 4.519 4.427
R1 4.464 4.464 4.418 4.444
PP 4.423 4.423 4.423 4.413
S1 4.368 4.368 4.400 4.348
S2 4.327 4.327 4.391
S3 4.231 4.272 4.383
S4 4.135 4.176 4.356
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.015 5.701 4.660
R3 5.513 5.199 4.522
R2 5.011 5.011 4.476
R1 4.697 4.697 4.430 4.603
PP 4.509 4.509 4.509 4.462
S1 4.195 4.195 4.338 4.101
S2 4.007 4.007 4.292
S3 3.505 3.693 4.246
S4 3.003 3.191 4.108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.575 4.320 0.255 5.8% 0.132 3.0% 35% False False 19,068
10 4.822 4.320 0.502 11.4% 0.142 3.2% 18% False False 20,071
20 4.822 4.320 0.502 11.4% 0.137 3.1% 18% False False 21,295
40 4.822 4.020 0.802 18.2% 0.135 3.1% 49% False False 14,733
60 4.822 3.919 0.903 20.5% 0.133 3.0% 54% False False 11,908
80 4.822 3.882 0.940 21.3% 0.125 2.8% 56% False False 9,679
100 4.822 3.882 0.940 21.3% 0.116 2.6% 56% False False 8,193
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 0.025
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.886
2.618 4.729
1.618 4.633
1.000 4.574
0.618 4.537
HIGH 4.478
0.618 4.441
0.500 4.430
0.382 4.419
LOW 4.382
0.618 4.323
1.000 4.286
1.618 4.227
2.618 4.131
4.250 3.974
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 4.430 4.416
PP 4.423 4.414
S1 4.416 4.411

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

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