NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.467 4.471 0.004 0.1% 4.494
High 4.510 4.474 -0.036 -0.8% 4.777
Low 4.381 4.297 -0.084 -1.9% 4.387
Close 4.491 4.322 -0.169 -3.8% 4.736
Range 0.129 0.177 0.048 37.2% 0.390
ATR 0.172 0.174 0.002 0.9% 0.000
Volume 47,008 12,494 -34,514 -73.4% 401,592
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.895 4.786 4.419
R3 4.718 4.609 4.371
R2 4.541 4.541 4.354
R1 4.432 4.432 4.338 4.398
PP 4.364 4.364 4.364 4.348
S1 4.255 4.255 4.306 4.221
S2 4.187 4.187 4.290
S3 4.010 4.078 4.273
S4 3.833 3.901 4.225
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.803 5.660 4.951
R3 5.413 5.270 4.843
R2 5.023 5.023 4.808
R1 4.880 4.880 4.772 4.952
PP 4.633 4.633 4.633 4.669
S1 4.490 4.490 4.700 4.562
S2 4.243 4.243 4.665
S3 3.853 4.100 4.629
S4 3.463 3.710 4.522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.879 4.297 0.582 13.5% 0.194 4.5% 4% False True 75,117
10 4.879 4.297 0.582 13.5% 0.176 4.1% 4% False True 91,144
20 4.879 4.235 0.644 14.9% 0.167 3.9% 14% False False 104,300
40 4.879 3.985 0.894 20.7% 0.166 3.8% 38% False False 81,513
60 4.879 3.913 0.966 22.4% 0.163 3.8% 42% False False 62,131
80 4.879 3.894 0.985 22.8% 0.152 3.5% 43% False False 50,102
100 4.879 3.894 0.985 22.8% 0.142 3.3% 43% False False 41,238
120 5.147 3.894 1.253 29.0% 0.135 3.1% 34% False False 34,985
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.226
2.618 4.937
1.618 4.760
1.000 4.651
0.618 4.583
HIGH 4.474
0.618 4.406
0.500 4.386
0.382 4.365
LOW 4.297
0.618 4.188
1.000 4.120
1.618 4.011
2.618 3.834
4.250 3.545
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.386 4.453
PP 4.364 4.409
S1 4.343 4.366

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

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