NYMEX Natural Gas Future August 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 4.173 4.236 0.063 1.5% 4.491
High 4.260 4.249 -0.011 -0.3% 4.491
Low 4.173 4.170 -0.003 -0.1% 4.206
Close 4.244 4.175 -0.069 -1.6% 4.221
Range 0.087 0.079 -0.008 -9.2% 0.285
ATR 0.111 0.109 -0.002 -2.1% 0.000
Volume 6,993 6,223 -770 -11.0% 29,419
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.435 4.384 4.218
R3 4.356 4.305 4.197
R2 4.277 4.277 4.189
R1 4.226 4.226 4.182 4.212
PP 4.198 4.198 4.198 4.191
S1 4.147 4.147 4.168 4.133
S2 4.119 4.119 4.161
S3 4.040 4.068 4.153
S4 3.961 3.989 4.132
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% 0.088 2.1% 6% False False 7,476
10 4.663 4.160 0.503 12.0% 0.096 2.3% 3% False False 6,035
20 4.896 4.160 0.736 17.6% 0.105 2.5% 2% False False 5,328
40 4.896 4.160 0.736 17.6% 0.107 2.6% 2% False False 4,092
60 4.896 4.160 0.736 17.6% 0.109 2.6% 2% False False 3,381
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.585
2.618 4.456
1.618 4.377
1.000 4.328
0.618 4.298
HIGH 4.249
0.618 4.219
0.500 4.210
0.382 4.200
LOW 4.170
0.618 4.121
1.000 4.091
1.618 4.042
2.618 3.963
4.250 3.834
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 4.210 4.210
PP 4.198 4.198
S1 4.187 4.187

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

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