NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 4.503 4.428 -0.075 -1.7% 4.395
High 4.543 4.434 -0.109 -2.4% 4.543
Low 4.392 4.359 -0.033 -0.8% 4.346
Close 4.405 4.399 -0.006 -0.1% 4.399
Range 0.151 0.075 -0.076 -50.3% 0.197
ATR 0.137 0.133 -0.004 -3.2% 0.000
Volume 35,773 34,016 -1,757 -4.9% 124,171
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.622 4.586 4.440
R3 4.547 4.511 4.420
R2 4.472 4.472 4.413
R1 4.436 4.436 4.406 4.417
PP 4.397 4.397 4.397 4.388
S1 4.361 4.361 4.392 4.342
S2 4.322 4.322 4.385
S3 4.247 4.286 4.378
S4 4.172 4.211 4.358
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.020 4.907 4.507
R3 4.823 4.710 4.453
R2 4.626 4.626 4.435
R1 4.513 4.513 4.417 4.570
PP 4.429 4.429 4.429 4.458
S1 4.316 4.316 4.381 4.373
S2 4.232 4.232 4.363
S3 4.035 4.119 4.345
S4 3.838 3.922 4.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.543 4.346 0.197 4.5% 0.115 2.6% 27% False False 24,834
10 4.822 4.320 0.502 11.4% 0.137 3.1% 16% False False 23,137
20 4.822 4.320 0.502 11.4% 0.128 2.9% 16% False False 22,709
40 4.822 4.020 0.802 18.2% 0.133 3.0% 47% False False 16,194
60 4.822 3.919 0.903 20.5% 0.133 3.0% 53% False False 13,072
80 4.822 3.882 0.940 21.4% 0.127 2.9% 55% False False 10,686
100 4.822 3.882 0.940 21.4% 0.117 2.7% 55% False False 9,030
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 0.023
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.753
2.618 4.630
1.618 4.555
1.000 4.509
0.618 4.480
HIGH 4.434
0.618 4.405
0.500 4.397
0.382 4.388
LOW 4.359
0.618 4.313
1.000 4.284
1.618 4.238
2.618 4.163
4.250 4.040
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 4.398 4.451
PP 4.397 4.434
S1 4.397 4.416

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

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