NYMEX Natural Gas Future March 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 4.074 4.066 -0.008 -0.2% 4.323
High 4.087 4.130 0.043 1.1% 4.496
Low 3.992 3.965 -0.027 -0.7% 4.287
Close 4.044 3.986 -0.058 -1.4% 4.310
Range 0.095 0.165 0.070 73.7% 0.209
ATR 0.145 0.146 0.001 1.0% 0.000
Volume 126,219 165,647 39,428 31.2% 573,400
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.522 4.419 4.077
R3 4.357 4.254 4.031
R2 4.192 4.192 4.016
R1 4.089 4.089 4.001 4.058
PP 4.027 4.027 4.027 4.012
S1 3.924 3.924 3.971 3.893
S2 3.862 3.862 3.956
S3 3.697 3.759 3.941
S4 3.532 3.594 3.895
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 4.369 3.965 0.404 10.1% 0.123 3.1% 5% False True 143,335
10 4.496 3.965 0.531 13.3% 0.128 3.2% 4% False True 128,048
20 4.823 3.965 0.858 21.5% 0.145 3.6% 2% False True 111,383
40 4.823 3.965 0.858 21.5% 0.147 3.7% 2% False True 75,725
60 4.823 3.957 0.866 21.7% 0.151 3.8% 3% False False 62,506
80 4.823 3.854 0.969 24.3% 0.148 3.7% 14% False False 51,347
100 4.823 3.854 0.969 24.3% 0.137 3.4% 14% False False 43,342
120 4.823 3.854 0.969 24.3% 0.131 3.3% 14% False False 37,520
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.831
2.618 4.562
1.618 4.397
1.000 4.295
0.618 4.232
HIGH 4.130
0.618 4.067
0.500 4.048
0.382 4.028
LOW 3.965
0.618 3.863
1.000 3.800
1.618 3.698
2.618 3.533
4.250 3.264
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.048 4.048
PP 4.027 4.027
S1 4.007 4.007

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

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