NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 4.213 4.160 -0.053 -1.3% 4.395
High 4.220 4.187 -0.033 -0.8% 4.543
Low 4.123 4.089 -0.034 -0.8% 4.346
Close 4.139 4.149 0.010 0.2% 4.399
Range 0.097 0.098 0.001 1.0% 0.197
ATR 0.134 0.132 -0.003 -1.9% 0.000
Volume 89,440 83,853 -5,587 -6.2% 124,171
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.436 4.390 4.203
R3 4.338 4.292 4.176
R2 4.240 4.240 4.167
R1 4.194 4.194 4.158 4.168
PP 4.142 4.142 4.142 4.129
S1 4.096 4.096 4.140 4.070
S2 4.044 4.044 4.131
S3 3.946 3.998 4.122
S4 3.848 3.900 4.095
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 4.089 0.454 10.9% 0.117 2.8% 13% False True 58,426
10 4.543 4.089 0.454 10.9% 0.120 2.9% 13% False True 38,798
20 4.822 4.089 0.733 17.7% 0.126 3.0% 8% False True 30,345
40 4.822 4.020 0.802 19.3% 0.130 3.1% 16% False False 20,829
60 4.822 3.919 0.903 21.8% 0.132 3.2% 25% False False 16,409
80 4.822 3.882 0.940 22.7% 0.128 3.1% 28% False False 13,341
100 4.822 3.882 0.940 22.7% 0.117 2.8% 28% False False 11,203
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.604
2.618 4.444
1.618 4.346
1.000 4.285
0.618 4.248
HIGH 4.187
0.618 4.150
0.500 4.138
0.382 4.126
LOW 4.089
0.618 4.028
1.000 3.991
1.618 3.930
2.618 3.832
4.250 3.673
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 4.145 4.227
PP 4.142 4.201
S1 4.138 4.175

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

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