NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 4.206 4.140 -0.066 -1.6% 4.503
High 4.221 4.158 -0.063 -1.5% 4.503
Low 4.138 4.065 -0.073 -1.8% 4.167
Close 4.143 4.087 -0.056 -1.4% 4.188
Range 0.083 0.093 0.010 12.0% 0.336
ATR 0.111 0.109 -0.001 -1.1% 0.000
Volume 8,756 7,670 -1,086 -12.4% 74,427
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.382 4.328 4.138
R3 4.289 4.235 4.113
R2 4.196 4.196 4.104
R1 4.142 4.142 4.096 4.123
PP 4.103 4.103 4.103 4.094
S1 4.049 4.049 4.078 4.030
S2 4.010 4.010 4.070
S3 3.917 3.956 4.061
S4 3.824 3.863 4.036
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 4.228 4.065 0.163 4.0% 0.078 1.9% 13% False True 10,393
10 4.542 4.065 0.477 11.7% 0.093 2.3% 5% False True 12,012
20 4.930 4.065 0.865 21.2% 0.112 2.7% 3% False True 10,218
40 4.930 4.065 0.865 21.2% 0.113 2.8% 3% False True 8,157
60 4.930 4.065 0.865 21.2% 0.116 2.8% 3% False True 6,321
80 4.930 4.043 0.887 21.7% 0.118 2.9% 5% False False 5,135
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.553
2.618 4.401
1.618 4.308
1.000 4.251
0.618 4.215
HIGH 4.158
0.618 4.122
0.500 4.112
0.382 4.101
LOW 4.065
0.618 4.008
1.000 3.972
1.618 3.915
2.618 3.822
4.250 3.670
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 4.112 4.147
PP 4.103 4.127
S1 4.095 4.107

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

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