NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 14-Feb-2011

Day Change Summary
	Previous	Current
	11-Feb-2011	14-Feb-2011	Change	Change %	Previous Week
Open	4.022	3.976	-0.046	-1.1%	4.294
High	4.034	4.009	-0.025	-0.6%	4.309
Low	3.962	3.928	-0.034	-0.9%	3.962
Close	3.977	3.991	0.014	0.4%	3.977
Range	0.072	0.081	0.009	12.5%	0.347
ATR	0.136	0.132	-0.004	-2.9%	0.000
Volume	121,706	111,476	-10,230	-8.4%	503,461

Daily Pivots for day following 14-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.186	4.036
R3	4.138	4.105	4.013
R2	4.057	4.057	4.006
R1	4.024	4.024	3.998	4.041
PP	3.976	3.976	3.976	3.984
S1	3.943	3.943	3.984	3.960
S2	3.895	3.895	3.976
S3	3.814	3.862	3.969
S4	3.733	3.781	3.946

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.124	4.897	4.168
R3	4.777	4.550	4.072
R2	4.430	4.430	4.041
R1	4.203	4.203	4.009	4.143
PP	4.083	4.083	4.083	4.053
S1	3.856	3.856	3.945	3.796
S2	3.736	3.736	3.913
S3	3.389	3.509	3.882
S4	3.042	3.162	3.786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.180	3.928	0.252	6.3%	0.106	2.7%	25%	False	True	110,611
10	4.507	3.928	0.579	14.5%	0.114	2.9%	11%	False	True	79,779
20	4.800	3.928	0.872	21.8%	0.134	3.4%	7%	False	True	58,878
40	4.800	3.928	0.872	21.8%	0.138	3.4%	7%	False	True	43,569
60	4.800	3.928	0.872	21.8%	0.141	3.5%	7%	False	True	36,982
80	4.800	3.848	0.952	23.9%	0.141	3.5%	15%	False	False	31,560
100	4.800	3.848	0.952	23.9%	0.128	3.2%	15%	False	False	27,040
120	4.800	3.848	0.952	23.9%	0.123	3.1%	15%	False	False	23,712

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.353
2.618	4.221
1.618	4.140
1.000	4.090
0.618	4.059
HIGH	4.009
0.618	3.978
0.500	3.969
0.382	3.959
LOW	3.928
0.618	3.878
1.000	3.847
1.618	3.797
2.618	3.716
4.250	3.584

Fisher Pivots for day following 14-Feb-2011
Pivot	1 day	3 day
R1	3.984	4.054
PP	3.976	4.033
S1	3.969	4.012

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols