NYMEX Natural Gas Future September 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 4.256 4.293 0.037 0.9% 4.570
High 4.344 4.400 0.056 1.3% 4.663
Low 4.255 4.244 -0.011 -0.3% 4.484
Close 4.314 4.277 -0.037 -0.9% 4.539
Range 0.089 0.156 0.067 75.3% 0.179
ATR 0.114 0.117 0.003 2.6% 0.000
Volume 6,117 4,418 -1,699 -27.8% 14,730
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.775 4.682 4.363
R3 4.619 4.526 4.320
R2 4.463 4.463 4.306
R1 4.370 4.370 4.291 4.339
PP 4.307 4.307 4.307 4.291
S1 4.214 4.214 4.263 4.183
S2 4.151 4.151 4.248
S3 3.995 4.058 4.234
S4 3.839 3.902 4.191
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 4.560 4.244 0.316 7.4% 0.104 2.4% 10% False True 5,092
10 4.663 4.244 0.419 9.8% 0.100 2.3% 8% False True 3,957
20 4.888 4.244 0.644 15.1% 0.104 2.4% 5% False True 3,750
40 4.888 4.209 0.679 15.9% 0.110 2.6% 10% False False 2,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.063
2.618 4.808
1.618 4.652
1.000 4.556
0.618 4.496
HIGH 4.400
0.618 4.340
0.500 4.322
0.382 4.304
LOW 4.244
0.618 4.148
1.000 4.088
1.618 3.992
2.618 3.836
4.250 3.581
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.322 4.322
PP 4.307 4.307
S1 4.292 4.292

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

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