NYMEX Natural Gas Future June 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 4.105 4.120 0.015 0.4% 4.449
High 4.141 4.172 0.031 0.7% 4.449
Low 4.064 4.077 0.013 0.3% 4.101
Close 4.119 4.153 0.034 0.8% 4.121
Range 0.077 0.095 0.018 23.4% 0.348
ATR 0.121 0.119 -0.002 -1.5% 0.000
Volume 19,376 11,724 -7,652 -39.5% 118,850
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.419 4.381 4.205
R3 4.324 4.286 4.179
R2 4.229 4.229 4.170
R1 4.191 4.191 4.162 4.210
PP 4.134 4.134 4.134 4.144
S1 4.096 4.096 4.144 4.115
S2 4.039 4.039 4.136
S3 3.944 4.001 4.127
S4 3.849 3.906 4.101
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 5.4% 0.096 2.3% 39% False False 20,606
10 4.596 4.064 0.532 12.8% 0.106 2.6% 17% False False 20,070
20 4.850 4.064 0.786 18.9% 0.122 2.9% 11% False False 14,506
40 4.850 4.064 0.786 18.9% 0.123 3.0% 11% False False 10,300
60 4.850 4.064 0.786 18.9% 0.125 3.0% 11% False False 8,205
80 4.850 3.942 0.908 21.9% 0.125 3.0% 23% False False 6,661
100 4.850 3.942 0.908 21.9% 0.115 2.8% 23% False False 5,602
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.576
2.618 4.421
1.618 4.326
1.000 4.267
0.618 4.231
HIGH 4.172
0.618 4.136
0.500 4.125
0.382 4.113
LOW 4.077
0.618 4.018
1.000 3.982
1.618 3.923
2.618 3.828
4.250 3.673
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 4.144 4.141
PP 4.134 4.130
S1 4.125 4.118

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

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