NYMEX Natural Gas Future August 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 4.236 4.181 -0.055 -1.3% 4.491
High 4.249 4.190 -0.059 -1.4% 4.491
Low 4.170 4.090 -0.080 -1.9% 4.206
Close 4.175 4.118 -0.057 -1.4% 4.221
Range 0.079 0.100 0.021 26.6% 0.285
ATR 0.109 0.108 -0.001 -0.6% 0.000
Volume 6,223 6,105 -118 -1.9% 29,419
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.433 4.375 4.173
R3 4.333 4.275 4.146
R2 4.233 4.233 4.136
R1 4.175 4.175 4.127 4.154
PP 4.133 4.133 4.133 4.122
S1 4.075 4.075 4.109 4.054
S2 4.033 4.033 4.100
S3 3.933 3.975 4.091
S4 3.833 3.875 4.063
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 4.260 4.090 0.170 4.1% 0.076 1.8% 16% False True 7,402
10 4.553 4.090 0.463 11.2% 0.092 2.2% 6% False True 6,227
20 4.896 4.090 0.806 19.6% 0.103 2.5% 3% False True 5,406
40 4.896 4.090 0.806 19.6% 0.107 2.6% 3% False True 4,137
60 4.896 4.090 0.806 19.6% 0.109 2.7% 3% False True 3,461
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.615
2.618 4.452
1.618 4.352
1.000 4.290
0.618 4.252
HIGH 4.190
0.618 4.152
0.500 4.140
0.382 4.128
LOW 4.090
0.618 4.028
1.000 3.990
1.618 3.928
2.618 3.828
4.250 3.665
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 4.140 4.175
PP 4.133 4.156
S1 4.125 4.137

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

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