NYMEX Natural Gas Future September 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 4.560 4.495 -0.065 -1.4% 4.570
High 4.560 4.500 -0.060 -1.3% 4.663
Low 4.508 4.357 -0.151 -3.3% 4.484
Close 4.539 4.361 -0.178 -3.9% 4.539
Range 0.052 0.143 0.091 175.0% 0.179
ATR 0.114 0.119 0.005 4.3% 0.000
Volume 3,698 5,661 1,963 53.1% 14,730
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.835 4.741 4.440
R3 4.692 4.598 4.400
R2 4.549 4.549 4.387
R1 4.455 4.455 4.374 4.431
PP 4.406 4.406 4.406 4.394
S1 4.312 4.312 4.348 4.288
S2 4.263 4.263 4.335
S3 4.120 4.169 4.322
S4 3.977 4.026 4.282
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.998 4.637
R3 4.920 4.819 4.588
R2 4.741 4.741 4.572
R1 4.640 4.640 4.555 4.601
PP 4.562 4.562 4.562 4.543
S1 4.461 4.461 4.523 4.422
S2 4.383 4.383 4.506
S3 4.204 4.282 4.490
S4 4.025 4.103 4.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.357 0.306 7.0% 0.088 2.0% 1% False True 3,697
10 4.689 4.357 0.332 7.6% 0.098 2.3% 1% False True 3,407
20 4.888 4.357 0.531 12.2% 0.105 2.4% 1% False True 3,345
40 4.888 4.209 0.679 15.6% 0.110 2.5% 22% False False 2,587
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 0.019
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.108
2.618 4.874
1.618 4.731
1.000 4.643
0.618 4.588
HIGH 4.500
0.618 4.445
0.500 4.429
0.382 4.412
LOW 4.357
0.618 4.269
1.000 4.214
1.618 4.126
2.618 3.983
4.250 3.749
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4.429 4.510
PP 4.406 4.460
S1 4.384 4.411

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

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