NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 4.478 4.410 -0.068 -1.5% 4.804
High 4.478 4.496 0.018 0.4% 4.822
Low 4.382 4.408 0.026 0.6% 4.320
Close 4.409 4.485 0.076 1.7% 4.384
Range 0.096 0.088 -0.008 -8.3% 0.502
ATR 0.140 0.136 -0.004 -2.6% 0.000
Volume 20,161 19,062 -1,099 -5.5% 107,208
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.727 4.694 4.533
R3 4.639 4.606 4.509
R2 4.551 4.551 4.501
R1 4.518 4.518 4.493 4.535
PP 4.463 4.463 4.463 4.471
S1 4.430 4.430 4.477 4.447
S2 4.375 4.375 4.469
S3 4.287 4.342 4.461
S4 4.199 4.254 4.437
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.015 5.701 4.660
R3 5.513 5.199 4.522
R2 5.011 5.011 4.476
R1 4.697 4.697 4.430 4.603
PP 4.509 4.509 4.509 4.462
S1 4.195 4.195 4.338 4.101
S2 4.007 4.007 4.292
S3 3.505 3.693 4.246
S4 3.003 3.191 4.108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.538 4.320 0.218 4.9% 0.123 2.7% 76% False False 19,170
10 4.822 4.320 0.502 11.2% 0.140 3.1% 33% False False 20,423
20 4.822 4.320 0.502 11.2% 0.135 3.0% 33% False False 21,478
40 4.822 4.020 0.802 17.9% 0.135 3.0% 58% False False 15,055
60 4.822 3.919 0.903 20.1% 0.134 3.0% 63% False False 12,147
80 4.822 3.882 0.940 21.0% 0.125 2.8% 64% False False 9,876
100 4.822 3.882 0.940 21.0% 0.117 2.6% 64% False False 8,368
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 0.025
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.870
2.618 4.726
1.618 4.638
1.000 4.584
0.618 4.550
HIGH 4.496
0.618 4.462
0.500 4.452
0.382 4.442
LOW 4.408
0.618 4.354
1.000 4.320
1.618 4.266
2.618 4.178
4.250 4.034
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 4.474 4.466
PP 4.463 4.448
S1 4.452 4.429

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

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