NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 24-Feb-2011

Day Change Summary
	Previous	Current
	23-Feb-2011	24-Feb-2011	Change	Change %	Previous Week
Open	3.980	4.003	0.023	0.6%	4.032
High	4.038	4.025	-0.013	-0.3%	4.118
Low	3.929	3.894	-0.035	-0.9%	3.934
Close	4.005	3.940	-0.065	-1.6%	3.976
Range	0.109	0.131	0.022	20.2%	0.184
ATR	0.119	0.120	0.001	0.7%	0.000
Volume	26,932	22,089	-4,843	-18.0%	203,971

Daily Pivots for day following 24-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.346	4.274	4.012
R3	4.215	4.143	3.976
R2	4.084	4.084	3.964
R1	4.012	4.012	3.952	3.983
PP	3.953	3.953	3.953	3.938
S1	3.881	3.881	3.928	3.852
S2	3.822	3.822	3.916
S3	3.691	3.750	3.904
S4	3.560	3.619	3.868

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.561	4.453	4.077
R3	4.377	4.269	4.027
R2	4.193	4.193	4.010
R1	4.085	4.085	3.993	4.047
PP	4.009	4.009	4.009	3.991
S1	3.901	3.901	3.959	3.863
S2	3.825	3.825	3.942
S3	3.641	3.717	3.925
S4	3.457	3.533	3.875

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.093	3.894	0.199	5.1%	0.114	2.9%	23%	False	True	28,375
10	4.249	3.894	0.355	9.0%	0.108	2.7%	13%	False	True	45,870
20	4.543	3.894	0.649	16.5%	0.114	2.9%	7%	False	True	42,334
40	4.822	3.894	0.928	23.6%	0.124	3.1%	5%	False	True	30,500
60	4.822	3.894	0.928	23.6%	0.127	3.2%	5%	False	True	23,188
80	4.822	3.894	0.928	23.6%	0.129	3.3%	5%	False	True	18,755
100	4.822	3.882	0.940	23.9%	0.121	3.1%	6%	False	False	15,570
120	4.822	3.882	0.940	23.9%	0.114	2.9%	6%	False	False	13,326

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.582
2.618	4.368
1.618	4.237
1.000	4.156
0.618	4.106
HIGH	4.025
0.618	3.975
0.500	3.960
0.382	3.944
LOW	3.894
0.618	3.813
1.000	3.763
1.618	3.682
2.618	3.551
4.250	3.337

Fisher Pivots for day following 24-Feb-2011
Pivot	1 day	3 day
R1	3.960	3.994
PP	3.953	3.976
S1	3.947	3.958

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