NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 4.032 4.056 0.024 0.6% 4.360
High 4.077 4.116 0.039 1.0% 4.364
Low 4.000 4.013 0.013 0.3% 4.037
Close 4.056 4.097 0.041 1.0% 4.052
Range 0.077 0.103 0.026 33.8% 0.327
ATR 0.126 0.125 -0.002 -1.3% 0.000
Volume 73,176 31,262 -41,914 -57.3% 398,908
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.384 4.344 4.154
R3 4.281 4.241 4.125
R2 4.178 4.178 4.116
R1 4.138 4.138 4.106 4.158
PP 4.075 4.075 4.075 4.086
S1 4.035 4.035 4.088 4.055
S2 3.972 3.972 4.078
S3 3.869 3.932 4.069
S4 3.766 3.829 4.040
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.132 4.919 4.232
R3 4.805 4.592 4.142
R2 4.478 4.478 4.112
R1 4.265 4.265 4.082 4.208
PP 4.151 4.151 4.151 4.123
S1 3.938 3.938 4.022 3.881
S2 3.824 3.824 3.992
S3 3.497 3.611 3.962
S4 3.170 3.284 3.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 4.000 0.249 6.1% 0.103 2.5% 39% False False 72,970
10 4.543 4.000 0.543 13.3% 0.109 2.7% 18% False False 59,219
20 4.822 4.000 0.822 20.1% 0.126 3.1% 12% False False 39,645
40 4.822 4.000 0.822 20.1% 0.128 3.1% 12% False False 26,957
60 4.822 4.000 0.822 20.1% 0.129 3.2% 12% False False 20,749
80 4.822 3.882 0.940 22.9% 0.130 3.2% 23% False False 16,739
100 4.822 3.882 0.940 22.9% 0.118 2.9% 23% False False 13,910
120 4.822 3.882 0.940 22.9% 0.113 2.8% 23% False False 11,977
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.554
2.618 4.386
1.618 4.283
1.000 4.219
0.618 4.180
HIGH 4.116
0.618 4.077
0.500 4.065
0.382 4.052
LOW 4.013
0.618 3.949
1.000 3.910
1.618 3.846
2.618 3.743
4.250 3.575
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 4.086 4.084
PP 4.075 4.071
S1 4.065 4.058

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

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