NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 4.170 4.085 -0.085 -2.0% 4.360
High 4.249 4.107 -0.142 -3.3% 4.364
Low 4.081 4.037 -0.044 -1.1% 4.037
Close 4.110 4.052 -0.058 -1.4% 4.052
Range 0.168 0.070 -0.098 -58.3% 0.327
ATR 0.134 0.130 -0.004 -3.3% 0.000
Volume 85,466 91,097 5,631 6.6% 398,908
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.275 4.234 4.091
R3 4.205 4.164 4.071
R2 4.135 4.135 4.065
R1 4.094 4.094 4.058 4.080
PP 4.065 4.065 4.065 4.058
S1 4.024 4.024 4.046 4.010
S2 3.995 3.995 4.039
S3 3.925 3.954 4.033
S4 3.855 3.884 4.014
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.132 4.919 4.232
R3 4.805 4.592 4.142
R2 4.478 4.478 4.112
R1 4.265 4.265 4.082 4.208
PP 4.151 4.151 4.151 4.123
S1 3.938 3.938 4.022 3.881
S2 3.824 3.824 3.992
S3 3.497 3.611 3.962
S4 3.170 3.284 3.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.364 4.037 0.327 8.1% 0.119 2.9% 5% False True 79,781
10 4.543 4.037 0.506 12.5% 0.117 2.9% 3% False True 52,307
20 4.822 4.037 0.785 19.4% 0.128 3.2% 2% False True 36,408
40 4.822 4.020 0.802 19.8% 0.132 3.3% 4% False False 24,690
60 4.822 3.981 0.841 20.8% 0.132 3.3% 8% False False 19,191
80 4.822 3.882 0.940 23.2% 0.130 3.2% 18% False False 15,470
100 4.822 3.882 0.940 23.2% 0.118 2.9% 18% False False 12,911
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 0.024
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.405
2.618 4.290
1.618 4.220
1.000 4.177
0.618 4.150
HIGH 4.107
0.618 4.080
0.500 4.072
0.382 4.064
LOW 4.037
0.618 3.994
1.000 3.967
1.618 3.924
2.618 3.854
4.250 3.740
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 4.072 4.143
PP 4.065 4.113
S1 4.059 4.082

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

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