NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 4.181 4.123 -0.058 -1.4% 4.206
High 4.190 4.145 -0.045 -1.1% 4.260
Low 4.090 4.090 0.000 0.0% 4.090
Close 4.118 4.125 0.007 0.2% 4.125
Range 0.100 0.055 -0.045 -45.0% 0.170
ATR 0.108 0.105 -0.004 -3.5% 0.000
Volume 6,105 5,170 -935 -15.3% 33,386
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.285 4.260 4.155
R3 4.230 4.205 4.140
R2 4.175 4.175 4.135
R1 4.150 4.150 4.130 4.163
PP 4.120 4.120 4.120 4.126
S1 4.095 4.095 4.120 4.108
S2 4.065 4.065 4.115
S3 4.010 4.040 4.110
S4 3.955 3.985 4.095
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.668 4.567 4.219
R3 4.498 4.397 4.172
R2 4.328 4.328 4.156
R1 4.227 4.227 4.141 4.193
PP 4.158 4.158 4.158 4.141
S1 4.057 4.057 4.109 4.023
S2 3.988 3.988 4.094
S3 3.818 3.887 4.078
S4 3.648 3.717 4.032
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% 0.079 1.9% 21% False True 6,677
10 4.491 4.090 0.401 9.7% 0.093 2.2% 9% False True 6,280
20 4.896 4.090 0.806 19.5% 0.101 2.4% 4% False True 5,406
40 4.896 4.090 0.806 19.5% 0.104 2.5% 4% False True 4,213
60 4.896 4.090 0.806 19.5% 0.109 2.6% 4% False True 3,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.379
2.618 4.289
1.618 4.234
1.000 4.200
0.618 4.179
HIGH 4.145
0.618 4.124
0.500 4.118
0.382 4.111
LOW 4.090
0.618 4.056
1.000 4.035
1.618 4.001
2.618 3.946
4.250 3.856
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 4.123 4.170
PP 4.120 4.155
S1 4.118 4.140

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

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