NYMEX Natural Gas Future July 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 4.090 4.097 0.007 0.2% 4.171
High 4.113 4.205 0.092 2.2% 4.228
Low 4.058 4.058 0.000 0.0% 4.058
Close 4.095 4.096 0.001 0.0% 4.095
Range 0.055 0.147 0.092 167.3% 0.170
ATR 0.106 0.109 0.003 2.8% 0.000
Volume 11,826 5,650 -6,176 -52.2% 48,564
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.561 4.475 4.177
R3 4.414 4.328 4.136
R2 4.267 4.267 4.123
R1 4.181 4.181 4.109 4.151
PP 4.120 4.120 4.120 4.104
S1 4.034 4.034 4.083 4.004
S2 3.973 3.973 4.069
S3 3.826 3.887 4.056
S4 3.679 3.740 4.015
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.637 4.536 4.189
R3 4.467 4.366 4.142
R2 4.297 4.297 4.126
R1 4.196 4.196 4.111 4.162
PP 4.127 4.127 4.127 4.110
S1 4.026 4.026 4.079 3.992
S2 3.957 3.957 4.064
S3 3.787 3.856 4.048
S4 3.617 3.686 4.002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.228 4.058 0.170 4.2% 0.094 2.3% 22% False True 8,243
10 4.335 4.058 0.277 6.8% 0.088 2.1% 14% False True 11,723
20 4.754 4.058 0.696 17.0% 0.105 2.6% 5% False True 9,897
40 4.930 4.058 0.872 21.3% 0.113 2.7% 4% False True 8,441
60 4.930 4.058 0.872 21.3% 0.116 2.8% 4% False True 6,551
80 4.930 4.043 0.887 21.7% 0.118 2.9% 6% False False 5,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.590
1.618 4.443
1.000 4.352
0.618 4.296
HIGH 4.205
0.618 4.149
0.500 4.132
0.382 4.114
LOW 4.058
0.618 3.967
1.000 3.911
1.618 3.820
2.618 3.673
4.250 3.433
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 4.132 4.132
PP 4.120 4.120
S1 4.108 4.108

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

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