NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 4.107 4.020 -0.087 -2.1% 4.360
High 4.118 4.050 -0.068 -1.7% 4.364
Low 4.026 3.934 -0.092 -2.3% 4.037
Close 4.030 3.968 -0.062 -1.5% 4.052
Range 0.092 0.116 0.024 26.1% 0.327
ATR 0.122 0.122 0.000 -0.4% 0.000
Volume 35,827 30,419 -5,408 -15.1% 398,908
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.332 4.266 4.032
R3 4.216 4.150 4.000
R2 4.100 4.100 3.989
R1 4.034 4.034 3.979 4.009
PP 3.984 3.984 3.984 3.972
S1 3.918 3.918 3.957 3.893
S2 3.868 3.868 3.947
S3 3.752 3.802 3.936
S4 3.636 3.686 3.904
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 4.118 3.934 0.184 4.6% 0.092 2.3% 18% False True 52,356
10 4.434 3.934 0.500 12.6% 0.106 2.7% 7% False True 60,360
20 4.822 3.934 0.888 22.4% 0.123 3.1% 4% False True 41,356
40 4.822 3.934 0.888 22.4% 0.125 3.1% 4% False True 28,250
60 4.822 3.934 0.888 22.4% 0.128 3.2% 4% False True 21,715
80 4.822 3.919 0.903 22.8% 0.130 3.3% 5% False False 17,500
100 4.822 3.882 0.940 23.7% 0.119 3.0% 9% False False 14,545
120 4.822 3.882 0.940 23.7% 0.114 2.9% 9% False False 12,478
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.543
2.618 4.354
1.618 4.238
1.000 4.166
0.618 4.122
HIGH 4.050
0.618 4.006
0.500 3.992
0.382 3.978
LOW 3.934
0.618 3.862
1.000 3.818
1.618 3.746
2.618 3.630
4.250 3.441
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 3.992 4.026
PP 3.984 4.007
S1 3.976 3.987

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

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