NYMEX Natural Gas Future June 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 4.267 4.222 -0.045 -1.1% 4.444
High 4.280 4.248 -0.032 -0.7% 4.596
Low 4.187 4.149 -0.038 -0.9% 4.389
Close 4.203 4.214 0.011 0.3% 4.456
Range 0.093 0.099 0.006 6.5% 0.207
ATR 0.129 0.127 -0.002 -1.6% 0.000
Volume 26,778 24,639 -2,139 -8.0% 69,562
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.501 4.456 4.268
R3 4.402 4.357 4.241
R2 4.303 4.303 4.232
R1 4.258 4.258 4.223 4.231
PP 4.204 4.204 4.204 4.190
S1 4.159 4.159 4.205 4.132
S2 4.105 4.105 4.196
S3 4.006 4.060 4.187
S4 3.907 3.961 4.160
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 4.149 0.447 10.6% 0.119 2.8% 15% False True 22,298
10 4.596 4.149 0.447 10.6% 0.118 2.8% 15% False True 16,165
20 4.850 4.149 0.701 16.6% 0.123 2.9% 9% False True 12,277
40 4.850 4.078 0.772 18.3% 0.126 3.0% 18% False False 8,852
60 4.850 3.980 0.870 20.6% 0.128 3.0% 27% False False 7,073
80 4.850 3.942 0.908 21.5% 0.124 2.9% 30% False False 5,731
100 4.850 3.942 0.908 21.5% 0.115 2.7% 30% False False 4,872
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.669
2.618 4.507
1.618 4.408
1.000 4.347
0.618 4.309
HIGH 4.248
0.618 4.210
0.500 4.199
0.382 4.187
LOW 4.149
0.618 4.088
1.000 4.050
1.618 3.989
2.618 3.890
4.250 3.728
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 4.209 4.299
PP 4.204 4.271
S1 4.199 4.242

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

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