NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 4.206 4.173 -0.033 -0.8% 4.491
High 4.233 4.260 0.027 0.6% 4.491
Low 4.160 4.173 0.013 0.3% 4.206
Close 4.213 4.244 0.031 0.7% 4.221
Range 0.073 0.087 0.014 19.2% 0.285
ATR 0.113 0.111 -0.002 -1.7% 0.000
Volume 8,895 6,993 -1,902 -21.4% 29,419
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.487 4.452 4.292
R3 4.400 4.365 4.268
R2 4.313 4.313 4.260
R1 4.278 4.278 4.252 4.296
PP 4.226 4.226 4.226 4.234
S1 4.191 4.191 4.236 4.209
S2 4.139 4.139 4.228
S3 4.052 4.104 4.220
S4 3.965 4.017 4.196
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.161 4.976 4.378
R3 4.876 4.691 4.299
R2 4.591 4.591 4.273
R1 4.406 4.406 4.247 4.356
PP 4.306 4.306 4.306 4.281
S1 4.121 4.121 4.195 4.071
S2 4.021 4.021 4.169
S3 3.736 3.836 4.143
S4 3.451 3.551 4.064
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.160 0.240 5.7% 0.093 2.2% 35% False False 7,264
10 4.663 4.160 0.503 11.9% 0.095 2.2% 17% False False 5,767
20 4.896 4.160 0.736 17.3% 0.104 2.5% 11% False False 5,194
40 4.896 4.160 0.736 17.3% 0.110 2.6% 11% False False 3,980
60 4.896 4.160 0.736 17.3% 0.110 2.6% 11% False False 3,302
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.630
2.618 4.488
1.618 4.401
1.000 4.347
0.618 4.314
HIGH 4.260
0.618 4.227
0.500 4.217
0.382 4.206
LOW 4.173
0.618 4.119
1.000 4.086
1.618 4.032
2.618 3.945
4.250 3.803
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 4.235 4.233
PP 4.226 4.221
S1 4.217 4.210

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

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