NYMEX Natural Gas Future July 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 4.503 4.335 -0.168 -3.7% 4.500
High 4.503 4.335 -0.168 -3.7% 4.641
Low 4.321 4.244 -0.077 -1.8% 4.445
Close 4.323 4.262 -0.061 -1.4% 4.508
Range 0.182 0.091 -0.091 -50.0% 0.196
ATR 0.128 0.125 -0.003 -2.1% 0.000
Volume 11,404 16,515 5,111 44.8% 39,077
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.553 4.499 4.312
R3 4.462 4.408 4.287
R2 4.371 4.371 4.279
R1 4.317 4.317 4.270 4.299
PP 4.280 4.280 4.280 4.271
S1 4.226 4.226 4.254 4.208
S2 4.189 4.189 4.245
S3 4.098 4.135 4.237
S4 4.007 4.044 4.212
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 4.244 0.397 9.3% 0.112 2.6% 5% False True 11,294
10 4.660 4.244 0.416 9.8% 0.113 2.6% 4% False True 8,890
20 4.930 4.244 0.686 16.1% 0.121 2.8% 3% False True 9,252
40 4.930 4.147 0.783 18.4% 0.121 2.8% 15% False False 6,607
60 4.930 4.043 0.887 20.8% 0.121 2.8% 25% False False 5,145
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.722
2.618 4.573
1.618 4.482
1.000 4.426
0.618 4.391
HIGH 4.335
0.618 4.300
0.500 4.290
0.382 4.279
LOW 4.244
0.618 4.188
1.000 4.153
1.618 4.097
2.618 4.006
4.250 3.857
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.290 4.393
PP 4.280 4.349
S1 4.271 4.306

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

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