NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 4.465 4.550 0.085 1.9% 4.837
High 4.543 4.596 0.053 1.2% 4.850
Low 4.459 4.447 -0.012 -0.3% 4.363
Close 4.539 4.461 -0.078 -1.7% 4.425
Range 0.084 0.149 0.065 77.4% 0.487
ATR 0.130 0.131 0.001 1.1% 0.000
Volume 10,823 21,345 10,522 97.2% 47,903
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.948 4.854 4.543
R3 4.799 4.705 4.502
R2 4.650 4.650 4.488
R1 4.556 4.556 4.475 4.529
PP 4.501 4.501 4.501 4.488
S1 4.407 4.407 4.447 4.380
S2 4.352 4.352 4.434
S3 4.203 4.258 4.420
S4 4.054 4.109 4.379
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 4.596 4.363 0.233 5.2% 0.115 2.6% 42% True False 11,944
10 4.850 4.363 0.487 10.9% 0.134 3.0% 20% False False 10,884
20 4.850 4.363 0.487 10.9% 0.130 2.9% 20% False False 9,349
40 4.850 4.078 0.772 17.3% 0.130 2.9% 50% False False 7,161
60 4.850 3.980 0.870 19.5% 0.129 2.9% 55% False False 5,703
80 4.850 3.942 0.908 20.4% 0.122 2.7% 57% False False 4,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.229
2.618 4.986
1.618 4.837
1.000 4.745
0.618 4.688
HIGH 4.596
0.618 4.539
0.500 4.522
0.382 4.504
LOW 4.447
0.618 4.355
1.000 4.298
1.618 4.206
2.618 4.057
4.250 3.814
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 4.522 4.513
PP 4.501 4.496
S1 4.481 4.478

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

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