NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 4.158 4.068 -0.090 -2.2% 4.159
High 4.170 4.241 0.071 1.7% 4.241
Low 4.053 4.054 0.001 0.0% 4.053
Close 4.103 4.223 0.120 2.9% 4.223
Range 0.117 0.187 0.070 59.8% 0.188
ATR 0.107 0.113 0.006 5.3% 0.000
Volume 3,047 5,199 2,152 70.6% 15,314
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.734 4.665 4.326
R3 4.547 4.478 4.274
R2 4.360 4.360 4.257
R1 4.291 4.291 4.240 4.326
PP 4.173 4.173 4.173 4.190
S1 4.104 4.104 4.206 4.139
S2 3.986 3.986 4.189
S3 3.799 3.917 4.172
S4 3.612 3.730 4.120
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.736 4.668 4.326
R3 4.548 4.480 4.275
R2 4.360 4.360 4.257
R1 4.292 4.292 4.240 4.326
PP 4.172 4.172 4.172 4.190
S1 4.104 4.104 4.206 4.138
S2 3.984 3.984 4.189
S3 3.796 3.916 4.171
S4 3.608 3.728 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.241 4.053 0.188 4.5% 0.120 2.8% 90% True False 4,096
10 4.260 4.053 0.207 4.9% 0.098 2.3% 82% False False 5,749
20 4.663 4.053 0.610 14.4% 0.102 2.4% 28% False False 5,046
40 4.896 4.053 0.843 20.0% 0.109 2.6% 20% False False 4,467
60 4.896 4.053 0.843 20.0% 0.110 2.6% 20% False False 3,673
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 0.018
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5.036
2.618 4.731
1.618 4.544
1.000 4.428
0.618 4.357
HIGH 4.241
0.618 4.170
0.500 4.148
0.382 4.125
LOW 4.054
0.618 3.938
1.000 3.867
1.618 3.751
2.618 3.564
4.250 3.259
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 4.198 4.198
PP 4.173 4.172
S1 4.148 4.147

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

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