NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.510 4.585 0.075 1.7% 4.890
High 4.535 4.624 0.089 2.0% 4.896
Low 4.445 4.476 0.031 0.7% 4.445
Close 4.507 4.588 0.081 1.8% 4.507
Range 0.090 0.148 0.058 64.4% 0.451
ATR 0.123 0.125 0.002 1.4% 0.000
Volume 3,360 2,972 -388 -11.5% 25,865
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.007 4.945 4.669
R3 4.859 4.797 4.629
R2 4.711 4.711 4.615
R1 4.649 4.649 4.602 4.680
PP 4.563 4.563 4.563 4.578
S1 4.501 4.501 4.574 4.532
S2 4.415 4.415 4.561
S3 4.267 4.353 4.547
S4 4.119 4.205 4.507
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.969 5.689 4.755
R3 5.518 5.238 4.631
R2 5.067 5.067 4.590
R1 4.787 4.787 4.548 4.702
PP 4.616 4.616 4.616 4.573
S1 4.336 4.336 4.466 4.251
S2 4.165 4.165 4.424
S3 3.714 3.885 4.383
S4 3.263 3.434 4.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.700 4.445 0.255 5.6% 0.115 2.5% 56% False False 4,644
10 4.896 4.445 0.451 9.8% 0.116 2.5% 32% False False 4,539
20 4.896 4.445 0.451 9.8% 0.116 2.5% 32% False False 4,110
40 4.896 4.194 0.702 15.3% 0.115 2.5% 56% False False 3,074
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.253
2.618 5.011
1.618 4.863
1.000 4.772
0.618 4.715
HIGH 4.624
0.618 4.567
0.500 4.550
0.382 4.533
LOW 4.476
0.618 4.385
1.000 4.328
1.618 4.237
2.618 4.089
4.250 3.847
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.575 4.572
PP 4.563 4.556
S1 4.550 4.540

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

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