NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 4.056 4.107 0.051 1.3% 4.360
High 4.116 4.118 0.002 0.0% 4.364
Low 4.013 4.026 0.013 0.3% 4.037
Close 4.097 4.030 -0.067 -1.6% 4.052
Range 0.103 0.092 -0.011 -10.7% 0.327
ATR 0.125 0.122 -0.002 -1.9% 0.000
Volume 31,262 35,827 4,565 14.6% 398,908
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.334 4.274 4.081
R3 4.242 4.182 4.055
R2 4.150 4.150 4.047
R1 4.090 4.090 4.038 4.074
PP 4.058 4.058 4.058 4.050
S1 3.998 3.998 4.022 3.982
S2 3.966 3.966 4.013
S3 3.874 3.906 4.005
S4 3.782 3.814 3.979
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 6.2% 0.102 2.5% 12% False False 63,365
10 4.543 4.000 0.543 13.5% 0.110 2.7% 6% False False 60,896
20 4.822 4.000 0.822 20.4% 0.125 3.1% 4% False False 40,660
40 4.822 4.000 0.822 20.4% 0.125 3.1% 4% False False 27,657
60 4.822 4.000 0.822 20.4% 0.129 3.2% 4% False False 21,284
80 4.822 3.882 0.940 23.3% 0.130 3.2% 16% False False 17,153
100 4.822 3.882 0.940 23.3% 0.118 2.9% 16% False False 14,254
120 4.822 3.882 0.940 23.3% 0.114 2.8% 16% False False 12,242
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.509
2.618 4.359
1.618 4.267
1.000 4.210
0.618 4.175
HIGH 4.118
0.618 4.083
0.500 4.072
0.382 4.061
LOW 4.026
0.618 3.969
1.000 3.934
1.618 3.877
2.618 3.785
4.250 3.635
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 4.072 4.059
PP 4.058 4.049
S1 4.044 4.040

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

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