NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	4.032	4.042	0.010	0.2%	4.105
High	4.057	4.149	0.092	2.3%	4.172
Low	4.001	3.997	-0.004	-0.1%	3.995
Close	4.037	4.038	0.001	0.0%	4.037
Range	0.056	0.152	0.096	171.4%	0.177
ATR	0.112	0.115	0.003	2.6%	0.000
Volume	14,825	12,861	-1,964	-13.2%	75,305

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.517	4.430	4.122
R3	4.365	4.278	4.080
R2	4.213	4.213	4.066
R1	4.126	4.126	4.052	4.094
PP	4.061	4.061	4.061	4.045
S1	3.974	3.974	4.024	3.942
S2	3.909	3.909	4.010
S3	3.757	3.822	3.996
S4	3.605	3.670	3.954

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.599	4.495	4.134
R3	4.422	4.318	4.086
R2	4.245	4.245	4.069
R1	4.141	4.141	4.053	4.105
PP	4.068	4.068	4.068	4.050
S1	3.964	3.964	4.021	3.928
S2	3.891	3.891	4.005
S3	3.714	3.787	3.988
S4	3.537	3.610	3.940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.172	3.995	0.177	4.4%	0.099	2.5%	24%	False	False	13,758
10	4.290	3.995	0.295	7.3%	0.098	2.4%	15%	False	False	18,687
20	4.698	3.995	0.703	17.4%	0.114	2.8%	6%	False	False	15,630
40	4.850	3.995	0.855	21.2%	0.119	2.9%	5%	False	False	11,228
60	4.850	3.995	0.855	21.2%	0.123	3.1%	5%	False	False	8,990
80	4.850	3.980	0.870	21.5%	0.126	3.1%	7%	False	False	7,292
100	4.850	3.942	0.908	22.5%	0.116	2.9%	11%	False	False	6,127

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.795
2.618	4.547
1.618	4.395
1.000	4.301
0.618	4.243
HIGH	4.149
0.618	4.091
0.500	4.073
0.382	4.055
LOW	3.997
0.618	3.903
1.000	3.845
1.618	3.751
2.618	3.599
4.250	3.351

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	4.073	4.072
PP	4.061	4.061
S1	4.050	4.049

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