NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 4.124 4.124 0.000 0.0% 4.171
High 4.153 4.137 -0.016 -0.4% 4.228
Low 4.050 4.023 -0.027 -0.7% 4.058
Close 4.126 4.070 -0.056 -1.4% 4.095
Range 0.103 0.114 0.011 10.7% 0.170
ATR 0.108 0.109 0.000 0.4% 0.000
Volume 7,429 6,512 -917 -12.3% 48,564
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.419 4.358 4.133
R3 4.305 4.244 4.101
R2 4.191 4.191 4.091
R1 4.130 4.130 4.080 4.104
PP 4.077 4.077 4.077 4.063
S1 4.016 4.016 4.060 3.990
S2 3.963 3.963 4.049
S3 3.849 3.902 4.039
S4 3.735 3.788 4.007
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 4.205 4.023 0.182 4.5% 0.102 2.5% 26% False True 7,817
10 4.297 4.023 0.274 6.7% 0.091 2.2% 17% False True 9,724
20 4.641 4.023 0.618 15.2% 0.100 2.5% 8% False True 9,895
40 4.930 4.023 0.907 22.3% 0.112 2.8% 5% False True 8,705
60 4.930 4.023 0.907 22.3% 0.114 2.8% 5% False True 6,740
80 4.930 4.023 0.907 22.3% 0.117 2.9% 5% False True 5,453
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.622
2.618 4.435
1.618 4.321
1.000 4.251
0.618 4.207
HIGH 4.137
0.618 4.093
0.500 4.080
0.382 4.067
LOW 4.023
0.618 3.953
1.000 3.909
1.618 3.839
2.618 3.725
4.250 3.539
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 4.080 4.114
PP 4.077 4.099
S1 4.073 4.085

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

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