NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 4.559 4.639 0.080 1.8% 4.890
High 4.612 4.663 0.051 1.1% 4.896
Low 4.542 4.527 -0.015 -0.3% 4.445
Close 4.609 4.541 -0.068 -1.5% 4.507
Range 0.070 0.136 0.066 94.3% 0.451
ATR 0.119 0.120 0.001 1.0% 0.000
Volume 3,543 4,189 646 18.2% 25,865
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.985 4.899 4.616
R3 4.849 4.763 4.578
R2 4.713 4.713 4.566
R1 4.627 4.627 4.553 4.602
PP 4.577 4.577 4.577 4.565
S1 4.491 4.491 4.529 4.466
S2 4.441 4.441 4.516
S3 4.305 4.355 4.504
S4 4.169 4.219 4.466
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.969 5.689 4.755
R3 5.518 5.238 4.631
R2 5.067 5.067 4.590
R1 4.787 4.787 4.548 4.702
PP 4.616 4.616 4.616 4.573
S1 4.336 4.336 4.466 4.251
S2 4.165 4.165 4.424
S3 3.714 3.885 4.383
S4 3.263 3.434 4.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.445 0.218 4.8% 0.105 2.3% 44% True False 3,636
10 4.896 4.445 0.451 9.9% 0.114 2.5% 21% False False 4,585
20 4.896 4.445 0.451 9.9% 0.114 2.5% 21% False False 4,311
40 4.896 4.194 0.702 15.5% 0.116 2.6% 49% False False 3,223
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.241
2.618 5.019
1.618 4.883
1.000 4.799
0.618 4.747
HIGH 4.663
0.618 4.611
0.500 4.595
0.382 4.579
LOW 4.527
0.618 4.443
1.000 4.391
1.618 4.307
2.618 4.171
4.250 3.949
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 4.595 4.585
PP 4.577 4.570
S1 4.559 4.556

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

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