NYMEX Natural Gas Future July 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 4.124 4.059 -0.065 -1.6% 4.097
High 4.137 4.220 0.083 2.0% 4.220
Low 4.023 4.025 0.002 0.0% 4.023
Close 4.070 4.193 0.123 3.0% 4.193
Range 0.114 0.195 0.081 71.1% 0.197
ATR 0.109 0.115 0.006 5.7% 0.000
Volume 6,512 10,249 3,737 57.4% 29,840
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.731 4.657 4.300
R3 4.536 4.462 4.247
R2 4.341 4.341 4.229
R1 4.267 4.267 4.211 4.304
PP 4.146 4.146 4.146 4.165
S1 4.072 4.072 4.175 4.109
S2 3.951 3.951 4.157
S3 3.756 3.877 4.139
S4 3.561 3.682 4.086
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.736 4.662 4.301
R3 4.539 4.465 4.247
R2 4.342 4.342 4.229
R1 4.268 4.268 4.211 4.305
PP 4.145 4.145 4.145 4.164
S1 4.071 4.071 4.175 4.108
S2 3.948 3.948 4.157
S3 3.751 3.874 4.139
S4 3.554 3.677 4.085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.220 4.023 0.197 4.7% 0.123 2.9% 86% True False 8,333
10 4.228 4.023 0.205 4.9% 0.101 2.4% 83% False False 9,363
20 4.641 4.023 0.618 14.7% 0.103 2.5% 28% False False 9,899
40 4.930 4.023 0.907 21.6% 0.115 2.7% 19% False False 8,873
60 4.930 4.023 0.907 21.6% 0.116 2.8% 19% False False 6,882
80 4.930 4.023 0.907 21.6% 0.117 2.8% 19% False False 5,548
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 0.025
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.049
2.618 4.731
1.618 4.536
1.000 4.415
0.618 4.341
HIGH 4.220
0.618 4.146
0.500 4.123
0.382 4.099
LOW 4.025
0.618 3.904
1.000 3.830
1.618 3.709
2.618 3.514
4.250 3.196
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 4.170 4.169
PP 4.146 4.145
S1 4.123 4.122

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

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