NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 4.120 4.143 0.023 0.6% 4.449
High 4.172 4.167 -0.005 -0.1% 4.449
Low 4.077 4.083 0.006 0.1% 4.101
Close 4.153 4.088 -0.065 -1.6% 4.121
Range 0.095 0.084 -0.011 -11.6% 0.348
ATR 0.119 0.117 -0.003 -2.1% 0.000
Volume 11,724 17,189 5,465 46.6% 118,850
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.365 4.310 4.134
R3 4.281 4.226 4.111
R2 4.197 4.197 4.103
R1 4.142 4.142 4.096 4.128
PP 4.113 4.113 4.113 4.105
S1 4.058 4.058 4.080 4.044
S2 4.029 4.029 4.073
S3 3.945 3.974 4.065
S4 3.861 3.890 4.042
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% 0.093 2.3% 11% False False 19,116
10 4.596 4.064 0.532 13.0% 0.106 2.6% 5% False False 20,707
20 4.850 4.064 0.786 19.2% 0.120 2.9% 3% False False 15,103
40 4.850 4.064 0.786 19.2% 0.120 2.9% 3% False False 10,606
60 4.850 4.064 0.786 19.2% 0.124 3.0% 3% False False 8,454
80 4.850 3.942 0.908 22.2% 0.125 3.1% 16% False False 6,857
100 4.850 3.942 0.908 22.2% 0.115 2.8% 16% False False 5,766
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.524
2.618 4.387
1.618 4.303
1.000 4.251
0.618 4.219
HIGH 4.167
0.618 4.135
0.500 4.125
0.382 4.115
LOW 4.083
0.618 4.031
1.000 3.999
1.618 3.947
2.618 3.863
4.250 3.726
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 4.125 4.118
PP 4.113 4.108
S1 4.100 4.098

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

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