NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 4.500 4.548 0.048 1.1% 4.930
High 4.590 4.558 -0.032 -0.7% 4.930
Low 4.445 4.481 0.036 0.8% 4.430
Close 4.562 4.506 -0.056 -1.2% 4.478
Range 0.145 0.077 -0.068 -46.9% 0.500
ATR 0.134 0.130 -0.004 -2.8% 0.000
Volume 4,398 6,128 1,730 39.3% 43,764
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.746 4.703 4.548
R3 4.669 4.626 4.527
R2 4.592 4.592 4.520
R1 4.549 4.549 4.513 4.532
PP 4.515 4.515 4.515 4.507
S1 4.472 4.472 4.499 4.455
S2 4.438 4.438 4.492
S3 4.361 4.395 4.485
S4 4.284 4.318 4.464
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.113 5.795 4.753
R3 5.613 5.295 4.616
R2 5.113 5.113 4.570
R1 4.795 4.795 4.524 4.704
PP 4.613 4.613 4.613 4.567
S1 4.295 4.295 4.432 4.204
S2 4.113 4.113 4.386
S3 3.613 3.795 4.341
S4 3.113 3.295 4.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.660 4.430 0.230 5.1% 0.113 2.5% 33% False False 6,487
10 4.930 4.430 0.500 11.1% 0.131 2.9% 15% False False 7,892
20 4.930 4.426 0.504 11.2% 0.127 2.8% 16% False False 8,314
40 4.930 4.147 0.783 17.4% 0.124 2.7% 46% False False 5,627
60 4.930 4.043 0.887 19.7% 0.121 2.7% 52% False False 4,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4.885
2.618 4.760
1.618 4.683
1.000 4.635
0.618 4.606
HIGH 4.558
0.618 4.529
0.500 4.520
0.382 4.510
LOW 4.481
0.618 4.433
1.000 4.404
1.618 4.356
2.618 4.279
4.250 4.154
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 4.520 4.510
PP 4.515 4.509
S1 4.511 4.507

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

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