NYMEX Natural Gas Future June 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 4.161 4.105 -0.056 -1.3% 4.449
High 4.161 4.141 -0.020 -0.5% 4.449
Low 4.101 4.064 -0.037 -0.9% 4.101
Close 4.121 4.119 -0.002 0.0% 4.121
Range 0.060 0.077 0.017 28.3% 0.348
ATR 0.124 0.121 -0.003 -2.7% 0.000
Volume 29,735 19,376 -10,359 -34.8% 118,850
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.339 4.306 4.161
R3 4.262 4.229 4.140
R2 4.185 4.185 4.133
R1 4.152 4.152 4.126 4.169
PP 4.108 4.108 4.108 4.116
S1 4.075 4.075 4.112 4.092
S2 4.031 4.031 4.105
S3 3.954 3.998 4.098
S4 3.877 3.921 4.077
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.268 5.042 4.312
R3 4.920 4.694 4.217
R2 4.572 4.572 4.185
R1 4.346 4.346 4.153 4.285
PP 4.224 4.224 4.224 4.193
S1 3.998 3.998 4.089 3.937
S2 3.876 3.876 4.057
S3 3.528 3.650 4.025
S4 3.180 3.302 3.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 4.064 0.226 5.5% 0.096 2.3% 24% False True 23,617
10 4.596 4.064 0.532 12.9% 0.105 2.5% 10% False True 20,130
20 4.850 4.064 0.786 19.1% 0.123 3.0% 7% False True 14,109
40 4.850 4.064 0.786 19.1% 0.124 3.0% 7% False True 10,142
60 4.850 4.064 0.786 19.1% 0.126 3.1% 7% False True 8,053
80 4.850 3.942 0.908 22.0% 0.126 3.1% 19% False False 6,521
100 4.850 3.942 0.908 22.0% 0.114 2.8% 19% False False 5,496
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.468
2.618 4.343
1.618 4.266
1.000 4.218
0.618 4.189
HIGH 4.141
0.618 4.112
0.500 4.103
0.382 4.093
LOW 4.064
0.618 4.016
1.000 3.987
1.618 3.939
2.618 3.862
4.250 3.737
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 4.114 4.177
PP 4.108 4.158
S1 4.103 4.138

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

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