NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 3.955 3.968 0.013 0.3% 4.032
High 3.995 4.093 0.098 2.5% 4.118
Low 3.941 3.935 -0.006 -0.2% 3.934
Close 3.976 3.976 0.000 0.0% 3.976
Range 0.054 0.158 0.104 192.6% 0.184
ATR 0.117 0.120 0.003 2.5% 0.000
Volume 33,287 29,150 -4,137 -12.4% 203,971
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.475 4.384 4.063
R3 4.317 4.226 4.019
R2 4.159 4.159 4.005
R1 4.068 4.068 3.990 4.114
PP 4.001 4.001 4.001 4.024
S1 3.910 3.910 3.962 3.956
S2 3.843 3.843 3.947
S3 3.685 3.752 3.933
S4 3.527 3.594 3.889
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.561 4.453 4.077
R3 4.377 4.269 4.027
R2 4.193 4.193 4.010
R1 4.085 4.085 3.993 4.047
PP 4.009 4.009 4.009 3.991
S1 3.901 3.901 3.959 3.863
S2 3.825 3.825 3.942
S3 3.641 3.717 3.925
S4 3.457 3.533 3.875
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% 0.105 2.6% 23% False False 31,989
10 4.249 3.934 0.315 7.9% 0.103 2.6% 13% False False 58,297
20 4.660 3.934 0.726 18.3% 0.118 3.0% 6% False False 41,804
40 4.822 3.934 0.888 22.3% 0.124 3.1% 5% False False 29,477
60 4.822 3.934 0.888 22.3% 0.128 3.2% 5% False False 22,583
80 4.822 3.919 0.903 22.7% 0.130 3.3% 6% False False 18,209
100 4.822 3.882 0.940 23.6% 0.120 3.0% 10% False False 15,127
120 4.822 3.882 0.940 23.6% 0.114 2.9% 10% False False 12,967
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.765
2.618 4.507
1.618 4.349
1.000 4.251
0.618 4.191
HIGH 4.093
0.618 4.033
0.500 4.014
0.382 3.995
LOW 3.935
0.618 3.837
1.000 3.777
1.618 3.679
2.618 3.521
4.250 3.264
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 4.014 4.014
PP 4.001 4.001
S1 3.989 3.989

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

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