NYMEX Natural Gas Future August 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 4.501 4.491 -0.010 -0.2% 4.585
High 4.553 4.491 -0.062 -1.4% 4.663
Low 4.501 4.350 -0.151 -3.4% 4.476
Close 4.535 4.355 -0.180 -4.0% 4.535
Range 0.052 0.141 0.089 171.2% 0.187
ATR 0.115 0.120 0.005 4.3% 0.000
Volume 4,635 3,482 -1,153 -24.9% 19,457
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.822 4.729 4.433
R3 4.681 4.588 4.394
R2 4.540 4.540 4.381
R1 4.447 4.447 4.368 4.423
PP 4.399 4.399 4.399 4.387
S1 4.306 4.306 4.342 4.282
S2 4.258 4.258 4.329
S3 4.117 4.165 4.316
S4 3.976 4.024 4.277
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.119 5.014 4.638
R3 4.932 4.827 4.586
R2 4.745 4.745 4.569
R1 4.640 4.640 4.552 4.599
PP 4.558 4.558 4.558 4.538
S1 4.453 4.453 4.518 4.412
S2 4.371 4.371 4.501
S3 4.184 4.266 4.484
S4 3.997 4.079 4.432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.350 0.313 7.2% 0.096 2.2% 2% False True 3,993
10 4.700 4.350 0.350 8.0% 0.106 2.4% 1% False True 4,318
20 4.896 4.350 0.546 12.5% 0.109 2.5% 1% False True 4,422
40 4.896 4.194 0.702 16.1% 0.113 2.6% 23% False False 3,289
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 0.014
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.090
2.618 4.860
1.618 4.719
1.000 4.632
0.618 4.578
HIGH 4.491
0.618 4.437
0.500 4.421
0.382 4.404
LOW 4.350
0.618 4.263
1.000 4.209
1.618 4.122
2.618 3.981
4.250 3.751
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4.421 4.507
PP 4.399 4.456
S1 4.377 4.406

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

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