NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 4.140 4.090 -0.050 -1.2% 4.171
High 4.158 4.113 -0.045 -1.1% 4.228
Low 4.065 4.058 -0.007 -0.2% 4.058
Close 4.087 4.095 0.008 0.2% 4.095
Range 0.093 0.055 -0.038 -40.9% 0.170
ATR 0.109 0.106 -0.004 -3.6% 0.000
Volume 7,670 11,826 4,156 54.2% 48,564
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.254 4.229 4.125
R3 4.199 4.174 4.110
R2 4.144 4.144 4.105
R1 4.119 4.119 4.100 4.132
PP 4.089 4.089 4.089 4.095
S1 4.064 4.064 4.090 4.077
S2 4.034 4.034 4.085
S3 3.979 4.009 4.080
S4 3.924 3.954 4.065
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.637 4.536 4.189
R3 4.467 4.366 4.142
R2 4.297 4.297 4.126
R1 4.196 4.196 4.111 4.162
PP 4.127 4.127 4.127 4.110
S1 4.026 4.026 4.079 3.992
S2 3.957 3.957 4.064
S3 3.787 3.856 4.048
S4 3.617 3.686 4.002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.228 4.058 0.170 4.2% 0.079 1.9% 22% False True 9,712
10 4.503 4.058 0.445 10.9% 0.091 2.2% 8% False True 12,299
20 4.930 4.058 0.872 21.3% 0.109 2.7% 4% False True 10,291
40 4.930 4.058 0.872 21.3% 0.110 2.7% 4% False True 8,357
60 4.930 4.058 0.872 21.3% 0.115 2.8% 4% False True 6,486
80 4.930 4.043 0.887 21.7% 0.117 2.9% 6% False False 5,269
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.347
2.618 4.257
1.618 4.202
1.000 4.168
0.618 4.147
HIGH 4.113
0.618 4.092
0.500 4.086
0.382 4.079
LOW 4.058
0.618 4.024
1.000 4.003
1.618 3.969
2.618 3.914
4.250 3.824
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 4.092 4.140
PP 4.089 4.125
S1 4.086 4.110

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

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