NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 4.068 4.215 0.147 3.6% 4.159
High 4.241 4.319 0.078 1.8% 4.241
Low 4.054 4.185 0.131 3.2% 4.053
Close 4.223 4.264 0.041 1.0% 4.223
Range 0.187 0.134 -0.053 -28.3% 0.188
ATR 0.113 0.114 0.002 1.3% 0.000
Volume 5,199 7,679 2,480 47.7% 15,314
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.658 4.595 4.338
R3 4.524 4.461 4.301
R2 4.390 4.390 4.289
R1 4.327 4.327 4.276 4.359
PP 4.256 4.256 4.256 4.272
S1 4.193 4.193 4.252 4.225
S2 4.122 4.122 4.239
S3 3.988 4.059 4.227
S4 3.854 3.925 4.190
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 4.319 4.053 0.266 6.2% 0.135 3.2% 79% True False 4,598
10 4.319 4.053 0.266 6.2% 0.107 2.5% 79% True False 5,637
20 4.663 4.053 0.610 14.3% 0.105 2.5% 35% False False 5,262
40 4.896 4.053 0.843 19.8% 0.109 2.6% 25% False False 4,639
60 4.896 4.053 0.843 19.8% 0.111 2.6% 25% False False 3,780
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.889
2.618 4.670
1.618 4.536
1.000 4.453
0.618 4.402
HIGH 4.319
0.618 4.268
0.500 4.252
0.382 4.236
LOW 4.185
0.618 4.102
1.000 4.051
1.618 3.968
2.618 3.834
4.250 3.616
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.260 4.238
PP 4.256 4.212
S1 4.252 4.186

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

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