NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 4.097 4.124 0.027 0.7% 4.171
High 4.205 4.153 -0.052 -1.2% 4.228
Low 4.058 4.050 -0.008 -0.2% 4.058
Close 4.096 4.126 0.030 0.7% 4.095
Range 0.147 0.103 -0.044 -29.9% 0.170
ATR 0.109 0.108 0.000 -0.4% 0.000
Volume 5,650 7,429 1,779 31.5% 48,564
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.419 4.375 4.183
R3 4.316 4.272 4.154
R2 4.213 4.213 4.145
R1 4.169 4.169 4.135 4.191
PP 4.110 4.110 4.110 4.121
S1 4.066 4.066 4.117 4.088
S2 4.007 4.007 4.107
S3 3.904 3.963 4.098
S4 3.801 3.860 4.069
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 4.221 4.050 0.171 4.1% 0.096 2.3% 44% False True 8,266
10 4.307 4.050 0.257 6.2% 0.089 2.2% 30% False True 10,815
20 4.660 4.050 0.610 14.8% 0.101 2.4% 12% False True 9,852
40 4.930 4.050 0.880 21.3% 0.113 2.7% 9% False True 8,575
60 4.930 4.050 0.880 21.3% 0.117 2.8% 9% False True 6,638
80 4.930 4.043 0.887 21.5% 0.117 2.8% 9% False False 5,391
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.591
2.618 4.423
1.618 4.320
1.000 4.256
0.618 4.217
HIGH 4.153
0.618 4.114
0.500 4.102
0.382 4.089
LOW 4.050
0.618 3.986
1.000 3.947
1.618 3.883
2.618 3.780
4.250 3.612
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 4.118 4.128
PP 4.110 4.127
S1 4.102 4.127

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

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