NYMEX Natural Gas Future May 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 4.428 4.360 -0.068 -1.5% 4.395
High 4.434 4.364 -0.070 -1.6% 4.543
Low 4.359 4.200 -0.159 -3.6% 4.346
Close 4.399 4.204 -0.195 -4.4% 4.399
Range 0.075 0.164 0.089 118.7% 0.197
ATR 0.133 0.137 0.005 3.6% 0.000
Volume 34,016 49,052 15,036 44.2% 124,171
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.748 4.640 4.294
R3 4.584 4.476 4.249
R2 4.420 4.420 4.234
R1 4.312 4.312 4.219 4.284
PP 4.256 4.256 4.256 4.242
S1 4.148 4.148 4.189 4.120
S2 4.092 4.092 4.174
S3 3.928 3.984 4.159
S4 3.764 3.820 4.114
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 4.200 0.343 8.2% 0.115 2.7% 1% False True 31,612
10 4.660 4.200 0.460 10.9% 0.133 3.2% 1% False True 25,311
20 4.822 4.200 0.622 14.8% 0.131 3.1% 1% False True 24,160
40 4.822 4.020 0.802 19.1% 0.132 3.1% 23% False False 17,033
60 4.822 3.919 0.903 21.5% 0.134 3.2% 32% False False 13,759
80 4.822 3.882 0.940 22.4% 0.128 3.0% 34% False False 11,266
100 4.822 3.882 0.940 22.4% 0.118 2.8% 34% False False 9,508
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.061
2.618 4.793
1.618 4.629
1.000 4.528
0.618 4.465
HIGH 4.364
0.618 4.301
0.500 4.282
0.382 4.263
LOW 4.200
0.618 4.099
1.000 4.036
1.618 3.935
2.618 3.771
4.250 3.503
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4.282 4.372
PP 4.256 4.316
S1 4.230 4.260

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

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