NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 4.356 4.298 -0.058 -1.3% 4.546
High 4.450 4.300 -0.150 -3.4% 4.546
Low 4.295 4.257 -0.038 -0.9% 4.257
Close 4.325 4.275 -0.050 -1.2% 4.275
Range 0.155 0.043 -0.112 -72.3% 0.289
ATR 0.000 0.113 0.113 0.000
Volume 14,412 21,287 6,875 47.7% 89,934
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.406 4.384 4.299
R3 4.363 4.341 4.287
R2 4.320 4.320 4.283
R1 4.298 4.298 4.279 4.288
PP 4.277 4.277 4.277 4.272
S1 4.255 4.255 4.271 4.245
S2 4.234 4.234 4.267
S3 4.191 4.212 4.263
S4 4.148 4.169 4.251
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.226 5.040 4.434
R3 4.937 4.751 4.354
R2 4.648 4.648 4.328
R1 4.462 4.462 4.301 4.411
PP 4.359 4.359 4.359 4.334
S1 4.173 4.173 4.249 4.122
S2 4.070 4.070 4.222
S3 3.781 3.884 4.196
S4 3.492 3.595 4.116
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.546 4.257 0.289 6.8% 0.103 2.4% 6% False True 17,986
10 4.704 4.257 0.447 10.5% 0.099 2.3% 4% False True 15,368
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 4.483
2.618 4.413
1.618 4.370
1.000 4.343
0.618 4.327
HIGH 4.300
0.618 4.284
0.500 4.279
0.382 4.273
LOW 4.257
0.618 4.230
1.000 4.214
1.618 4.187
2.618 4.144
4.250 4.074
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 4.279 4.354
PP 4.277 4.327
S1 4.276 4.301

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

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