NYMEX Natural Gas Future August 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 4.123 4.159 0.036 0.9% 4.206
High 4.145 4.229 0.084 2.0% 4.260
Low 4.090 4.090 0.000 0.0% 4.090
Close 4.125 4.128 0.003 0.1% 4.125
Range 0.055 0.139 0.084 152.7% 0.170
ATR 0.105 0.107 0.002 2.4% 0.000
Volume 5,170 3,802 -1,368 -26.5% 33,386
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.566 4.486 4.204
R3 4.427 4.347 4.166
R2 4.288 4.288 4.153
R1 4.208 4.208 4.141 4.179
PP 4.149 4.149 4.149 4.134
S1 4.069 4.069 4.115 4.040
S2 4.010 4.010 4.103
S3 3.871 3.930 4.090
S4 3.732 3.791 4.052
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% 0.092 2.2% 22% False True 5,658
10 4.400 4.090 0.310 7.5% 0.093 2.2% 12% False True 6,312
20 4.700 4.090 0.610 14.8% 0.099 2.4% 6% False True 5,315
40 4.896 4.090 0.806 19.5% 0.107 2.6% 5% False True 4,270
60 4.896 4.090 0.806 19.5% 0.109 2.6% 5% False True 3,544
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 0.025
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.820
2.618 4.593
1.618 4.454
1.000 4.368
0.618 4.315
HIGH 4.229
0.618 4.176
0.500 4.160
0.382 4.143
LOW 4.090
0.618 4.004
1.000 3.951
1.618 3.865
2.618 3.726
4.250 3.499
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 4.160 4.160
PP 4.149 4.149
S1 4.139 4.139

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

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