NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 4.508 4.465 -0.043 -1.0% 4.837
High 4.514 4.543 0.029 0.6% 4.850
Low 4.430 4.459 0.029 0.7% 4.363
Close 4.457 4.539 0.082 1.8% 4.425
Range 0.084 0.084 0.000 0.0% 0.487
ATR 0.133 0.130 -0.003 -2.5% 0.000
Volume 12,317 10,823 -1,494 -12.1% 47,903
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.766 4.736 4.585
R3 4.682 4.652 4.562
R2 4.598 4.598 4.554
R1 4.568 4.568 4.547 4.583
PP 4.514 4.514 4.514 4.521
S1 4.484 4.484 4.531 4.499
S2 4.430 4.430 4.524
S3 4.346 4.400 4.516
S4 4.262 4.316 4.493
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.007 5.703 4.693
R3 5.520 5.216 4.559
R2 5.033 5.033 4.514
R1 4.729 4.729 4.470 4.638
PP 4.546 4.546 4.546 4.500
S1 4.242 4.242 4.380 4.151
S2 4.059 4.059 4.336
S3 3.572 3.755 4.291
S4 3.085 3.268 4.157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.582 4.363 0.219 4.8% 0.118 2.6% 80% False False 10,032
10 4.850 4.363 0.487 10.7% 0.134 2.9% 36% False False 9,500
20 4.850 4.363 0.487 10.7% 0.130 2.9% 36% False False 8,874
40 4.850 4.078 0.772 17.0% 0.130 2.9% 60% False False 6,781
60 4.850 3.980 0.870 19.2% 0.129 2.8% 64% False False 5,390
80 4.850 3.942 0.908 20.0% 0.121 2.7% 66% False False 4,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
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
Fibonacci Retracements and Extensions
4.250 4.900
2.618 4.763
1.618 4.679
1.000 4.627
0.618 4.595
HIGH 4.543
0.618 4.511
0.500 4.501
0.382 4.491
LOW 4.459
0.618 4.407
1.000 4.375
1.618 4.323
2.618 4.239
4.250 4.102
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 4.526 4.516
PP 4.514 4.492
S1 4.501 4.469

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

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