NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 4.111 4.074 -0.037 -0.9% 4.323
High 4.127 4.087 -0.040 -1.0% 4.496
Low 4.028 3.992 -0.036 -0.9% 4.287
Close 4.040 4.044 0.004 0.1% 4.310
Range 0.099 0.095 -0.004 -4.0% 0.209
ATR 0.148 0.145 -0.004 -2.6% 0.000
Volume 155,938 126,219 -29,719 -19.1% 573,400
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.326 4.280 4.096
R3 4.231 4.185 4.070
R2 4.136 4.136 4.061
R1 4.090 4.090 4.053 4.066
PP 4.041 4.041 4.041 4.029
S1 3.995 3.995 4.035 3.971
S2 3.946 3.946 4.027
S3 3.851 3.900 4.018
S4 3.756 3.805 3.992
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.860 4.425
R3 4.782 4.651 4.367
R2 4.573 4.573 4.348
R1 4.442 4.442 4.329 4.403
PP 4.364 4.364 4.364 4.345
S1 4.233 4.233 4.291 4.194
S2 4.155 4.155 4.272
S3 3.946 4.024 4.253
S4 3.737 3.815 4.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 3.992 0.504 12.5% 0.124 3.1% 10% False True 137,936
10 4.499 3.992 0.507 12.5% 0.131 3.2% 10% False True 124,198
20 4.823 3.992 0.831 20.5% 0.141 3.5% 6% False True 106,860
40 4.823 3.980 0.843 20.8% 0.147 3.6% 8% False False 73,184
60 4.823 3.890 0.933 23.1% 0.151 3.7% 17% False False 59,992
80 4.823 3.854 0.969 24.0% 0.147 3.6% 20% False False 49,428
100 4.823 3.854 0.969 24.0% 0.136 3.4% 20% False False 41,761
120 4.823 3.854 0.969 24.0% 0.131 3.2% 20% False False 36,183
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.491
2.618 4.336
1.618 4.241
1.000 4.182
0.618 4.146
HIGH 4.087
0.618 4.051
0.500 4.040
0.382 4.028
LOW 3.992
0.618 3.933
1.000 3.897
1.618 3.838
2.618 3.743
4.250 3.588
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 4.043 4.133
PP 4.041 4.103
S1 4.040 4.074

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

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