NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 4.263 4.217 -0.046 -1.1% 4.503
High 4.297 4.217 -0.080 -1.9% 4.503
Low 4.202 4.167 -0.035 -0.8% 4.167
Close 4.238 4.188 -0.050 -1.2% 4.188
Range 0.095 0.050 -0.045 -47.4% 0.336
ATR 0.121 0.118 -0.004 -3.0% 0.000
Volume 13,856 15,229 1,373 9.9% 74,427
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.341 4.314 4.216
R3 4.291 4.264 4.202
R2 4.241 4.241 4.197
R1 4.214 4.214 4.193 4.203
PP 4.191 4.191 4.191 4.185
S1 4.164 4.164 4.183 4.153
S2 4.141 4.141 4.179
S3 4.091 4.114 4.174
S4 4.041 4.064 4.161
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.294 5.077 4.373
R3 4.958 4.741 4.280
R2 4.622 4.622 4.250
R1 4.405 4.405 4.219 4.346
PP 4.286 4.286 4.286 4.256
S1 4.069 4.069 4.157 4.010
S2 3.950 3.950 4.126
S3 3.614 3.733 4.096
S4 3.278 3.397 4.003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.503 4.167 0.336 8.0% 0.103 2.5% 6% False True 14,885
10 4.641 4.167 0.474 11.3% 0.103 2.5% 4% False True 11,350
20 4.930 4.167 0.763 18.2% 0.116 2.8% 3% False True 9,861
40 4.930 4.147 0.783 18.7% 0.119 2.8% 5% False False 7,585
60 4.930 4.100 0.830 19.8% 0.120 2.9% 11% False False 5,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 78 trading days
Fibonacci Retracements and Extensions
4.250 4.430
2.618 4.348
1.618 4.298
1.000 4.267
0.618 4.248
HIGH 4.217
0.618 4.198
0.500 4.192
0.382 4.186
LOW 4.167
0.618 4.136
1.000 4.117
1.618 4.086
2.618 4.036
4.250 3.955
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 4.192 4.237
PP 4.191 4.221
S1 4.189 4.204

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

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