NYMEX Natural Gas Future October 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 4.234 4.180 -0.054 -1.3% 4.257
High 4.243 4.200 -0.043 -1.0% 4.313
Low 4.146 4.151 0.005 0.1% 4.146
Close 4.176 4.180 0.004 0.1% 4.180
Range 0.097 0.049 -0.048 -49.5% 0.167
ATR 0.106 0.102 -0.004 -3.8% 0.000
Volume 11,118 13,551 2,433 21.9% 68,600
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.324 4.301 4.207
R3 4.275 4.252 4.193
R2 4.226 4.226 4.189
R1 4.203 4.203 4.184 4.205
PP 4.177 4.177 4.177 4.178
S1 4.154 4.154 4.176 4.156
S2 4.128 4.128 4.171
S3 4.079 4.105 4.167
S4 4.030 4.056 4.153
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.714 4.614 4.272
R3 4.547 4.447 4.226
R2 4.380 4.380 4.211
R1 4.280 4.280 4.195 4.247
PP 4.213 4.213 4.213 4.196
S1 4.113 4.113 4.165 4.080
S2 4.046 4.046 4.149
S3 3.879 3.946 4.134
S4 3.712 3.779 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.313 4.146 0.167 4.0% 0.076 1.8% 20% False False 13,720
10 4.546 4.146 0.400 9.6% 0.090 2.1% 9% False False 15,853
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.408
2.618 4.328
1.618 4.279
1.000 4.249
0.618 4.230
HIGH 4.200
0.618 4.181
0.500 4.176
0.382 4.170
LOW 4.151
0.618 4.121
1.000 4.102
1.618 4.072
2.618 4.023
4.250 3.943
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 4.179 4.223
PP 4.177 4.209
S1 4.176 4.194

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

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