NYMEX Natural Gas Future July 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 4.181 4.206 0.025 0.6% 4.503
High 4.228 4.221 -0.007 -0.2% 4.503
Low 4.135 4.138 0.003 0.1% 4.167
Close 4.210 4.143 -0.067 -1.6% 4.188
Range 0.093 0.083 -0.010 -10.8% 0.336
ATR 0.113 0.111 -0.002 -1.9% 0.000
Volume 7,317 8,756 1,439 19.7% 74,427
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.416 4.363 4.189
R3 4.333 4.280 4.166
R2 4.250 4.250 4.158
R1 4.197 4.197 4.151 4.182
PP 4.167 4.167 4.167 4.160
S1 4.114 4.114 4.135 4.099
S2 4.084 4.084 4.128
S3 4.001 4.031 4.120
S4 3.918 3.948 4.097
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 4.297 4.127 0.170 4.1% 0.079 1.9% 9% False False 11,630
10 4.641 4.127 0.514 12.4% 0.097 2.3% 3% False False 12,193
20 4.930 4.127 0.803 19.4% 0.114 2.8% 2% False False 10,192
40 4.930 4.127 0.803 19.4% 0.114 2.7% 2% False False 8,045
60 4.930 4.127 0.803 19.4% 0.117 2.8% 2% False False 6,228
80 4.930 4.010 0.920 22.2% 0.118 2.8% 14% False False 5,056
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 False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.574
2.618 4.438
1.618 4.355
1.000 4.304
0.618 4.272
HIGH 4.221
0.618 4.189
0.500 4.180
0.382 4.170
LOW 4.138
0.618 4.087
1.000 4.055
1.618 4.004
2.618 3.921
4.250 3.785
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 4.180 4.178
PP 4.167 4.166
S1 4.155 4.155

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

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