NYMEX Natural Gas Future April 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 3.912 3.945 0.033 0.8% 3.976
High 3.969 3.954 -0.015 -0.4% 4.051
Low 3.862 3.822 -0.040 -1.0% 3.867
Close 3.936 3.872 -0.064 -1.6% 3.906
Range 0.107 0.132 0.025 23.4% 0.184
ATR 0.123 0.124 0.001 0.5% 0.000
Volume 76,333 103,121 26,788 35.1% 412,020
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.279 4.207 3.945
R3 4.147 4.075 3.908
R2 4.015 4.015 3.896
R1 3.943 3.943 3.884 3.913
PP 3.883 3.883 3.883 3.868
S1 3.811 3.811 3.860 3.781
S2 3.751 3.751 3.848
S3 3.619 3.679 3.836
S4 3.487 3.547 3.799
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.493 4.384 4.007
R3 4.309 4.200 3.957
R2 4.125 4.125 3.940
R1 4.016 4.016 3.923 3.979
PP 3.941 3.941 3.941 3.923
S1 3.832 3.832 3.889 3.795
S2 3.757 3.757 3.872
S3 3.573 3.648 3.855
S4 3.389 3.464 3.805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.030 3.822 0.208 5.4% 0.115 3.0% 24% False True 63,829
10 4.180 3.822 0.358 9.2% 0.110 2.8% 14% False True 81,556
20 4.507 3.822 0.685 17.7% 0.118 3.0% 7% False True 69,308
40 4.800 3.822 0.978 25.3% 0.130 3.3% 5% False True 52,406
60 4.800 3.822 0.978 25.3% 0.135 3.5% 5% False True 42,951
80 4.800 3.822 0.978 25.3% 0.139 3.6% 5% False True 36,567
100 4.800 3.822 0.978 25.3% 0.130 3.4% 5% False True 31,331
120 4.800 3.822 0.978 25.3% 0.124 3.2% 5% False True 27,336
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.515
2.618 4.300
1.618 4.168
1.000 4.086
0.618 4.036
HIGH 3.954
0.618 3.904
0.500 3.888
0.382 3.872
LOW 3.822
0.618 3.740
1.000 3.690
1.618 3.608
2.618 3.476
4.250 3.261
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 3.888 3.926
PP 3.883 3.908
S1 3.877 3.890

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

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