NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 4.089 4.158 0.069 1.7% 4.206
High 4.184 4.170 -0.014 -0.3% 4.260
Low 4.084 4.053 -0.031 -0.8% 4.090
Close 4.158 4.103 -0.055 -1.3% 4.125
Range 0.100 0.117 0.017 17.0% 0.170
ATR 0.107 0.107 0.001 0.7% 0.000
Volume 3,266 3,047 -219 -6.7% 33,386
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.460 4.398 4.167
R3 4.343 4.281 4.135
R2 4.226 4.226 4.124
R1 4.164 4.164 4.114 4.137
PP 4.109 4.109 4.109 4.095
S1 4.047 4.047 4.092 4.020
S2 3.992 3.992 4.082
S3 3.875 3.930 4.071
S4 3.758 3.813 4.039
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 4.229 4.053 0.176 4.3% 0.102 2.5% 28% False True 4,278
10 4.400 4.053 0.347 8.5% 0.095 2.3% 14% False True 5,877
20 4.663 4.053 0.610 14.9% 0.100 2.4% 8% False True 5,239
40 4.896 4.053 0.843 20.5% 0.106 2.6% 6% False True 4,385
60 4.896 4.053 0.843 20.5% 0.108 2.6% 6% False True 3,615
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.476
1.618 4.359
1.000 4.287
0.618 4.242
HIGH 4.170
0.618 4.125
0.500 4.112
0.382 4.098
LOW 4.053
0.618 3.981
1.000 3.936
1.618 3.864
2.618 3.747
4.250 3.556
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 4.112 4.141
PP 4.109 4.128
S1 4.106 4.116

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

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