NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 01-Mar-2011
Day Change Summary
Previous Current
28-Feb-2011 01-Mar-2011 Change Change % Previous Week
Open 4.215 4.256 0.041 1.0% 4.159
High 4.319 4.270 -0.049 -1.1% 4.241
Low 4.185 4.111 -0.074 -1.8% 4.053
Close 4.264 4.116 -0.148 -3.5% 4.223
Range 0.134 0.159 0.025 18.7% 0.188
ATR 0.114 0.118 0.003 2.8% 0.000
Volume 7,679 6,392 -1,287 -16.8% 15,314
Daily Pivots for day following 01-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.643 4.538 4.203
R3 4.484 4.379 4.160
R2 4.325 4.325 4.145
R1 4.220 4.220 4.131 4.193
PP 4.166 4.166 4.166 4.152
S1 4.061 4.061 4.101 4.034
S2 4.007 4.007 4.087
S3 3.848 3.902 4.072
S4 3.689 3.743 4.029
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.736 4.668 4.326
R3 4.548 4.480 4.275
R2 4.360 4.360 4.257
R1 4.292 4.292 4.240 4.326
PP 4.172 4.172 4.172 4.190
S1 4.104 4.104 4.206 4.138
S2 3.984 3.984 4.189
S3 3.796 3.916 4.171
S4 3.608 3.728 4.120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.319 4.053 0.266 6.5% 0.139 3.4% 24% False False 5,116
10 4.319 4.053 0.266 6.5% 0.116 2.8% 24% False False 5,387
20 4.663 4.053 0.610 14.8% 0.105 2.6% 10% False False 5,433
40 4.896 4.053 0.843 20.5% 0.111 2.7% 7% False False 4,771
60 4.896 4.053 0.843 20.5% 0.112 2.7% 7% False False 3,860
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.946
2.618 4.686
1.618 4.527
1.000 4.429
0.618 4.368
HIGH 4.270
0.618 4.209
0.500 4.191
0.382 4.172
LOW 4.111
0.618 4.013
1.000 3.952
1.618 3.854
2.618 3.695
4.250 3.435
Fisher Pivots for day following 01-Mar-2011
Pivot 1 day 3 day
R1 4.191 4.187
PP 4.166 4.163
S1 4.141 4.140

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

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