NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 4.003 3.952 -0.051 -1.3% 3.968
High 4.025 4.106 0.081 2.0% 4.106
Low 3.894 3.898 0.004 0.1% 3.894
Close 3.940 4.073 0.133 3.4% 4.073
Range 0.131 0.208 0.077 58.8% 0.212
ATR 0.120 0.126 0.006 5.2% 0.000
Volume 22,089 34,010 11,921 54.0% 112,181
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.650 4.569 4.187
R3 4.442 4.361 4.130
R2 4.234 4.234 4.111
R1 4.153 4.153 4.092 4.194
PP 4.026 4.026 4.026 4.046
S1 3.945 3.945 4.054 3.986
S2 3.818 3.818 4.035
S3 3.610 3.737 4.016
S4 3.402 3.529 3.959
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.660 4.579 4.190
R3 4.448 4.367 4.131
R2 4.236 4.236 4.112
R1 4.155 4.155 4.092 4.196
PP 4.024 4.024 4.024 4.045
S1 3.943 3.943 4.054 3.984
S2 3.812 3.812 4.034
S3 3.600 3.731 4.015
S4 3.388 3.519 3.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.106 3.894 0.212 5.2% 0.132 3.2% 84% True False 29,093
10 4.118 3.894 0.224 5.5% 0.112 2.7% 80% False False 40,724
20 4.543 3.894 0.649 15.9% 0.116 2.9% 28% False False 42,902
40 4.822 3.894 0.928 22.8% 0.126 3.1% 19% False False 31,202
60 4.822 3.894 0.928 22.8% 0.128 3.2% 19% False False 23,609
80 4.822 3.894 0.928 22.8% 0.129 3.2% 19% False False 19,090
100 4.822 3.882 0.940 23.1% 0.122 3.0% 20% False False 15,879
120 4.822 3.882 0.940 23.1% 0.115 2.8% 20% False False 13,576
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.651
1.618 4.443
1.000 4.314
0.618 4.235
HIGH 4.106
0.618 4.027
0.500 4.002
0.382 3.977
LOW 3.898
0.618 3.769
1.000 3.690
1.618 3.561
2.618 3.353
4.250 3.014
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 4.049 4.049
PP 4.026 4.024
S1 4.002 4.000

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

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