NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 15-Feb-2011

Day Change Summary
	Previous	Current
	14-Feb-2011	15-Feb-2011	Change	Change %	Previous Week
Open	4.032	4.056	0.024	0.6%	4.360
High	4.077	4.116	0.039	1.0%	4.364
Low	4.000	4.013	0.013	0.3%	4.037
Close	4.056	4.097	0.041	1.0%	4.052
Range	0.077	0.103	0.026	33.8%	0.327
ATR	0.126	0.125	-0.002	-1.3%	0.000
Volume	73,176	31,262	-41,914	-57.3%	398,908

Daily Pivots for day following 15-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.384	4.344	4.154
R3	4.281	4.241	4.125
R2	4.178	4.178	4.116
R1	4.138	4.138	4.106	4.158
PP	4.075	4.075	4.075	4.086
S1	4.035	4.035	4.088	4.055
S2	3.972	3.972	4.078
S3	3.869	3.932	4.069
S4	3.766	3.829	4.040

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.132	4.919	4.232
R3	4.805	4.592	4.142
R2	4.478	4.478	4.112
R1	4.265	4.265	4.082	4.208
PP	4.151	4.151	4.151	4.123
S1	3.938	3.938	4.022	3.881
S2	3.824	3.824	3.992
S3	3.497	3.611	3.962
S4	3.170	3.284	3.872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.249	4.000	0.249	6.1%	0.103	2.5%	39%	False	False	72,970
10	4.543	4.000	0.543	13.3%	0.109	2.7%	18%	False	False	59,219
20	4.822	4.000	0.822	20.1%	0.126	3.1%	12%	False	False	39,645
40	4.822	4.000	0.822	20.1%	0.128	3.1%	12%	False	False	26,957
60	4.822	4.000	0.822	20.1%	0.129	3.2%	12%	False	False	20,749
80	4.822	3.882	0.940	22.9%	0.130	3.2%	23%	False	False	16,739
100	4.822	3.882	0.940	22.9%	0.118	2.9%	23%	False	False	13,910
120	4.822	3.882	0.940	22.9%	0.113	2.8%	23%	False	False	11,977

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	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.554
2.618	4.386
1.618	4.283
1.000	4.219
0.618	4.180
HIGH	4.116
0.618	4.077
0.500	4.065
0.382	4.052
LOW	4.013
0.618	3.949
1.000	3.910
1.618	3.846
2.618	3.743
4.250	3.575

Fisher Pivots for day following 15-Feb-2011
Pivot	1 day	3 day
R1	4.086	4.084
PP	4.075	4.071
S1	4.065	4.058

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