NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 4.449 4.267 -0.182 -4.1% 4.444
High 4.449 4.280 -0.169 -3.8% 4.596
Low 4.263 4.187 -0.076 -1.8% 4.389
Close 4.267 4.203 -0.064 -1.5% 4.456
Range 0.186 0.093 -0.093 -50.0% 0.207
ATR 0.131 0.129 -0.003 -2.1% 0.000
Volume 20,141 26,778 6,637 33.0% 69,562
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.502 4.446 4.254
R3 4.409 4.353 4.229
R2 4.316 4.316 4.220
R1 4.260 4.260 4.212 4.242
PP 4.223 4.223 4.223 4.214
S1 4.167 4.167 4.194 4.149
S2 4.130 4.130 4.186
S3 4.037 4.074 4.177
S4 3.944 3.981 4.152
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.101 4.986 4.570
R3 4.894 4.779 4.513
R2 4.687 4.687 4.494
R1 4.572 4.572 4.475 4.630
PP 4.480 4.480 4.480 4.509
S1 4.365 4.365 4.437 4.423
S2 4.273 4.273 4.418
S3 4.066 4.158 4.399
S4 3.859 3.951 4.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.596 4.187 0.409 9.7% 0.116 2.8% 4% False True 19,535
10 4.614 4.187 0.427 10.2% 0.122 2.9% 4% False True 14,440
20 4.850 4.187 0.663 15.8% 0.126 3.0% 2% False True 11,479
40 4.850 4.078 0.772 18.4% 0.128 3.0% 16% False False 8,367
60 4.850 3.980 0.870 20.7% 0.128 3.0% 26% False False 6,697
80 4.850 3.942 0.908 21.6% 0.124 2.9% 29% False False 5,448
100 4.850 3.942 0.908 21.6% 0.114 2.7% 29% False False 4,649
Crabel Price Patterns
NR True
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.675
2.618 4.523
1.618 4.430
1.000 4.373
0.618 4.337
HIGH 4.280
0.618 4.244
0.500 4.234
0.382 4.223
LOW 4.187
0.618 4.130
1.000 4.094
1.618 4.037
2.618 3.944
4.250 3.792
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.234 4.338
PP 4.223 4.293
S1 4.213 4.248

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

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