NYMEX Natural Gas Future July 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 4.171 4.181 0.010 0.2% 4.503
High 4.200 4.228 0.028 0.7% 4.503
Low 4.127 4.135 0.008 0.2% 4.167
Close 4.181 4.210 0.029 0.7% 4.188
Range 0.073 0.093 0.020 27.4% 0.336
ATR 0.114 0.113 -0.002 -1.3% 0.000
Volume 12,995 7,317 -5,678 -43.7% 74,427
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.470 4.433 4.261
R3 4.377 4.340 4.236
R2 4.284 4.284 4.227
R1 4.247 4.247 4.219 4.266
PP 4.191 4.191 4.191 4.200
S1 4.154 4.154 4.201 4.173
S2 4.098 4.098 4.193
S3 4.005 4.061 4.184
S4 3.912 3.968 4.159
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.294 5.077 4.373
R3 4.958 4.741 4.280
R2 4.622 4.622 4.250
R1 4.405 4.405 4.219 4.346
PP 4.286 4.286 4.286 4.256
S1 4.069 4.069 4.157 4.010
S2 3.950 3.950 4.126
S3 3.614 3.733 4.096
S4 3.278 3.397 4.003
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.307 4.127 0.180 4.3% 0.082 1.9% 46% False False 13,364
10 4.641 4.127 0.514 12.2% 0.097 2.3% 16% False False 12,329
20 4.930 4.127 0.803 19.1% 0.114 2.7% 10% False False 10,110
40 4.930 4.127 0.803 19.1% 0.116 2.8% 10% False False 7,924
60 4.930 4.127 0.803 19.1% 0.117 2.8% 10% False False 6,113
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 0.018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.623
2.618 4.471
1.618 4.378
1.000 4.321
0.618 4.285
HIGH 4.228
0.618 4.192
0.500 4.182
0.382 4.171
LOW 4.135
0.618 4.078
1.000 4.042
1.618 3.985
2.618 3.892
4.250 3.740
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 4.201 4.199
PP 4.191 4.188
S1 4.182 4.178

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

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