NYMEX Natural Gas Future July 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 4.217 4.171 -0.046 -1.1% 4.503
High 4.217 4.200 -0.017 -0.4% 4.503
Low 4.167 4.127 -0.040 -1.0% 4.167
Close 4.188 4.181 -0.007 -0.2% 4.188
Range 0.050 0.073 0.023 46.0% 0.336
ATR 0.118 0.114 -0.003 -2.7% 0.000
Volume 15,229 12,995 -2,234 -14.7% 74,427
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.388 4.358 4.221
R3 4.315 4.285 4.201
R2 4.242 4.242 4.194
R1 4.212 4.212 4.188 4.227
PP 4.169 4.169 4.169 4.177
S1 4.139 4.139 4.174 4.154
S2 4.096 4.096 4.168
S3 4.023 4.066 4.161
S4 3.950 3.993 4.141
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.294 5.077 4.373
R3 4.958 4.741 4.280
R2 4.622 4.622 4.250
R1 4.405 4.405 4.219 4.346
PP 4.286 4.286 4.286 4.256
S1 4.069 4.069 4.157 4.010
S2 3.950 3.950 4.126
S3 3.614 3.733 4.096
S4 3.278 3.397 4.003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.335 4.127 0.208 5.0% 0.081 1.9% 26% False True 15,203
10 4.641 4.127 0.514 12.3% 0.096 2.3% 11% False True 12,210
20 4.930 4.127 0.803 19.2% 0.115 2.7% 7% False True 10,000
40 4.930 4.127 0.803 19.2% 0.118 2.8% 7% False True 7,831
60 4.930 4.127 0.803 19.2% 0.118 2.8% 7% False True 6,026
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.510
2.618 4.391
1.618 4.318
1.000 4.273
0.618 4.245
HIGH 4.200
0.618 4.172
0.500 4.164
0.382 4.155
LOW 4.127
0.618 4.082
1.000 4.054
1.618 4.009
2.618 3.936
4.250 3.817
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 4.175 4.212
PP 4.169 4.202
S1 4.164 4.191

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

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