NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 4.539 4.503 -0.036 -0.8% 4.500
High 4.542 4.503 -0.039 -0.9% 4.641
Low 4.471 4.321 -0.150 -3.4% 4.445
Close 4.508 4.323 -0.185 -4.1% 4.508
Range 0.071 0.182 0.111 156.3% 0.196
ATR 0.123 0.128 0.005 3.7% 0.000
Volume 8,956 11,404 2,448 27.3% 39,077
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.928 4.808 4.423
R3 4.746 4.626 4.373
R2 4.564 4.564 4.356
R1 4.444 4.444 4.340 4.413
PP 4.382 4.382 4.382 4.367
S1 4.262 4.262 4.306 4.231
S2 4.200 4.200 4.290
S3 4.018 4.080 4.273
S4 3.836 3.898 4.223
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.119 5.010 4.616
R3 4.923 4.814 4.562
R2 4.727 4.727 4.544
R1 4.618 4.618 4.526 4.673
PP 4.531 4.531 4.531 4.559
S1 4.422 4.422 4.490 4.477
S2 4.335 4.335 4.472
S3 4.139 4.226 4.454
S4 3.943 4.030 4.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.641 4.321 0.320 7.4% 0.110 2.5% 1% False True 9,216
10 4.754 4.321 0.433 10.0% 0.123 2.8% 0% False True 8,070
20 4.930 4.321 0.609 14.1% 0.122 2.8% 0% False True 8,964
40 4.930 4.147 0.783 18.1% 0.121 2.8% 22% False False 6,290
60 4.930 4.043 0.887 20.5% 0.122 2.8% 32% False False 4,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.277
2.618 4.979
1.618 4.797
1.000 4.685
0.618 4.615
HIGH 4.503
0.618 4.433
0.500 4.412
0.382 4.391
LOW 4.321
0.618 4.209
1.000 4.139
1.618 4.027
2.618 3.845
4.250 3.548
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4.412 4.481
PP 4.382 4.428
S1 4.353 4.376

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

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