NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 4.495 4.361 -0.134 -3.0% 4.570
High 4.500 4.365 -0.135 -3.0% 4.663
Low 4.357 4.286 -0.071 -1.6% 4.484
Close 4.361 4.302 -0.059 -1.4% 4.539
Range 0.143 0.079 -0.064 -44.8% 0.179
ATR 0.119 0.116 -0.003 -2.4% 0.000
Volume 5,661 5,566 -95 -1.7% 14,730
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.555 4.507 4.345
R3 4.476 4.428 4.324
R2 4.397 4.397 4.316
R1 4.349 4.349 4.309 4.334
PP 4.318 4.318 4.318 4.310
S1 4.270 4.270 4.295 4.255
S2 4.239 4.239 4.288
S3 4.160 4.191 4.280
S4 4.081 4.112 4.259
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.998 4.637
R3 4.920 4.819 4.588
R2 4.741 4.741 4.572
R1 4.640 4.640 4.555 4.601
PP 4.562 4.562 4.562 4.543
S1 4.461 4.461 4.523 4.422
S2 4.383 4.383 4.506
S3 4.204 4.282 4.490
S4 4.025 4.103 4.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.286 0.377 8.8% 0.095 2.2% 4% False True 4,160
10 4.670 4.286 0.384 8.9% 0.098 2.3% 4% False True 3,649
20 4.888 4.286 0.602 14.0% 0.103 2.4% 3% False True 3,423
40 4.888 4.209 0.679 15.8% 0.110 2.6% 14% False False 2,624
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.701
2.618 4.572
1.618 4.493
1.000 4.444
0.618 4.414
HIGH 4.365
0.618 4.335
0.500 4.326
0.382 4.316
LOW 4.286
0.618 4.237
1.000 4.207
1.618 4.158
2.618 4.079
4.250 3.950
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.326 4.423
PP 4.318 4.383
S1 4.310 4.342

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

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