NYMEX Natural Gas Future August 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 4.491 4.355 -0.136 -3.0% 4.585
High 4.491 4.370 -0.121 -2.7% 4.663
Low 4.350 4.281 -0.069 -1.6% 4.476
Close 4.355 4.296 -0.059 -1.4% 4.535
Range 0.141 0.089 -0.052 -36.9% 0.187
ATR 0.120 0.118 -0.002 -1.9% 0.000
Volume 3,482 5,502 2,020 58.0% 19,457
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.583 4.528 4.345
R3 4.494 4.439 4.320
R2 4.405 4.405 4.312
R1 4.350 4.350 4.304 4.333
PP 4.316 4.316 4.316 4.307
S1 4.261 4.261 4.288 4.244
S2 4.227 4.227 4.280
S3 4.138 4.172 4.272
S4 4.049 4.083 4.247
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 4.281 0.382 8.9% 0.098 2.3% 4% False True 4,270
10 4.667 4.281 0.386 9.0% 0.104 2.4% 4% False True 4,580
20 4.896 4.281 0.615 14.3% 0.108 2.5% 2% False True 4,425
40 4.896 4.194 0.702 16.3% 0.113 2.6% 15% False False 3,325
60 4.896 4.095 0.801 18.6% 0.113 2.6% 25% False False 2,830
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.748
2.618 4.603
1.618 4.514
1.000 4.459
0.618 4.425
HIGH 4.370
0.618 4.336
0.500 4.326
0.382 4.315
LOW 4.281
0.618 4.226
1.000 4.192
1.618 4.137
2.618 4.048
4.250 3.903
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.326 4.417
PP 4.316 4.377
S1 4.306 4.336

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

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