NYMEX Natural Gas Future August 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 4.315 4.291 -0.024 -0.6% 4.585
High 4.344 4.400 0.056 1.3% 4.663
Low 4.240 4.240 0.000 0.0% 4.476
Close 4.309 4.271 -0.038 -0.9% 4.535
Range 0.104 0.160 0.056 53.8% 0.187
ATR 0.117 0.120 0.003 2.6% 0.000
Volume 5,163 6,475 1,312 25.4% 19,457
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.784 4.687 4.359
R3 4.624 4.527 4.315
R2 4.464 4.464 4.300
R1 4.367 4.367 4.286 4.336
PP 4.304 4.304 4.304 4.288
S1 4.207 4.207 4.256 4.176
S2 4.144 4.144 4.242
S3 3.984 4.047 4.227
S4 3.824 3.887 4.183
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 4.553 4.240 0.313 7.3% 0.109 2.6% 10% False True 5,051
10 4.663 4.240 0.423 9.9% 0.107 2.5% 7% False True 4,343
20 4.896 4.240 0.656 15.4% 0.109 2.6% 5% False True 4,605
40 4.896 4.194 0.702 16.4% 0.113 2.6% 11% False False 3,511
60 4.896 4.140 0.756 17.7% 0.114 2.7% 17% False False 2,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.080
2.618 4.819
1.618 4.659
1.000 4.560
0.618 4.499
HIGH 4.400
0.618 4.339
0.500 4.320
0.382 4.301
LOW 4.240
0.618 4.141
1.000 4.080
1.618 3.981
2.618 3.821
4.250 3.560
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.320 4.320
PP 4.304 4.304
S1 4.287 4.287

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

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