NYMEX Natural Gas Future December 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 4.625 4.729 0.104 2.2% 4.630
High 4.722 4.813 0.091 1.9% 4.722
Low 4.568 4.692 0.124 2.7% 4.565
Close 4.716 4.770 0.054 1.1% 4.716
Range 0.154 0.121 -0.033 -21.4% 0.157
ATR 0.089 0.091 0.002 2.6% 0.000
Volume 2,213 1,987 -226 -10.2% 7,080
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.121 5.067 4.837
R3 5.000 4.946 4.803
R2 4.879 4.879 4.792
R1 4.825 4.825 4.781 4.852
PP 4.758 4.758 4.758 4.772
S1 4.704 4.704 4.759 4.731
S2 4.637 4.637 4.748
S3 4.516 4.583 4.737
S4 4.395 4.462 4.703
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.139 5.084 4.802
R3 4.982 4.927 4.759
R2 4.825 4.825 4.745
R1 4.770 4.770 4.730 4.798
PP 4.668 4.668 4.668 4.681
S1 4.613 4.613 4.702 4.641
S2 4.511 4.511 4.687
S3 4.354 4.456 4.673
S4 4.197 4.299 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.813 4.565 0.248 5.2% 0.114 2.4% 83% True False 1,813
10 4.813 4.565 0.248 5.2% 0.086 1.8% 83% True False 2,106
20 5.048 4.565 0.483 10.1% 0.082 1.7% 42% False False 2,244
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 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.327
2.618 5.130
1.618 5.009
1.000 4.934
0.618 4.888
HIGH 4.813
0.618 4.767
0.500 4.753
0.382 4.738
LOW 4.692
0.618 4.617
1.000 4.571
1.618 4.496
2.618 4.375
4.250 4.178
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.764 4.743
PP 4.758 4.716
S1 4.753 4.689

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

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