NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 4.280 4.263 -0.017 -0.4% 4.500
High 4.307 4.297 -0.010 -0.2% 4.641
Low 4.209 4.202 -0.007 -0.2% 4.445
Close 4.274 4.238 -0.036 -0.8% 4.508
Range 0.098 0.095 -0.003 -3.1% 0.196
ATR 0.123 0.121 -0.002 -1.6% 0.000
Volume 17,423 13,856 -3,567 -20.5% 39,077
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.531 4.479 4.290
R3 4.436 4.384 4.264
R2 4.341 4.341 4.255
R1 4.289 4.289 4.247 4.268
PP 4.246 4.246 4.246 4.235
S1 4.194 4.194 4.229 4.173
S2 4.151 4.151 4.221
S3 4.056 4.099 4.212
S4 3.961 4.004 4.186
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 4.542 4.202 0.340 8.0% 0.107 2.5% 11% False True 13,630
10 4.641 4.202 0.439 10.4% 0.106 2.5% 8% False True 10,435
20 4.930 4.202 0.728 17.2% 0.119 2.8% 5% False True 9,768
40 4.930 4.147 0.783 18.5% 0.119 2.8% 12% False False 7,271
60 4.930 4.100 0.830 19.6% 0.120 2.8% 17% False False 5,619
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.701
2.618 4.546
1.618 4.451
1.000 4.392
0.618 4.356
HIGH 4.297
0.618 4.261
0.500 4.250
0.382 4.238
LOW 4.202
0.618 4.143
1.000 4.107
1.618 4.048
2.618 3.953
4.250 3.798
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.250 4.269
PP 4.246 4.258
S1 4.242 4.248

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

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