NYMEX Natural Gas Future July 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 4.506 4.600 0.094 2.1% 4.930
High 4.588 4.641 0.053 1.2% 4.930
Low 4.506 4.505 -0.001 0.0% 4.430
Close 4.586 4.513 -0.073 -1.6% 4.478
Range 0.082 0.136 0.054 65.9% 0.500
ATR 0.127 0.127 0.001 0.5% 0.000
Volume 10,108 9,487 -621 -6.1% 43,764
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.961 4.873 4.588
R3 4.825 4.737 4.550
R2 4.689 4.689 4.538
R1 4.601 4.601 4.525 4.577
PP 4.553 4.553 4.553 4.541
S1 4.465 4.465 4.501 4.441
S2 4.417 4.417 4.488
S3 4.281 4.329 4.476
S4 4.145 4.193 4.438
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 4.641 4.430 0.211 4.7% 0.104 2.3% 39% True False 7,240
10 4.930 4.430 0.500 11.1% 0.130 2.9% 17% False False 8,424
20 4.930 4.426 0.504 11.2% 0.125 2.8% 17% False False 8,577
40 4.930 4.147 0.783 17.3% 0.123 2.7% 47% False False 5,985
60 4.930 4.043 0.887 19.7% 0.122 2.7% 53% False False 4,595
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 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.219
2.618 4.997
1.618 4.861
1.000 4.777
0.618 4.725
HIGH 4.641
0.618 4.589
0.500 4.573
0.382 4.557
LOW 4.505
0.618 4.421
1.000 4.369
1.618 4.285
2.618 4.149
4.250 3.927
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 4.573 4.561
PP 4.553 4.545
S1 4.533 4.529

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

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