NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 4.250 4.200 -0.050 -1.2% 4.495
High 4.258 4.200 -0.058 -1.4% 4.500
Low 4.181 4.097 -0.084 -2.0% 4.210
Close 4.187 4.130 -0.057 -1.4% 4.227
Range 0.077 0.103 0.026 33.8% 0.290
ATR 0.107 0.106 0.000 -0.3% 0.000
Volume 6,918 5,093 -1,825 -26.4% 28,340
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.451 4.394 4.187
R3 4.348 4.291 4.158
R2 4.245 4.245 4.149
R1 4.188 4.188 4.139 4.165
PP 4.142 4.142 4.142 4.131
S1 4.085 4.085 4.121 4.062
S2 4.039 4.039 4.111
S3 3.936 3.982 4.102
S4 3.833 3.879 4.073
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.182 4.995 4.387
R3 4.892 4.705 4.307
R2 4.602 4.602 4.280
R1 4.415 4.415 4.254 4.364
PP 4.312 4.312 4.312 4.287
S1 4.125 4.125 4.200 4.074
S2 4.022 4.022 4.174
S3 3.732 3.835 4.147
S4 3.442 3.545 4.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.268 4.097 0.171 4.1% 0.077 1.9% 19% False True 6,296
10 4.560 4.097 0.463 11.2% 0.090 2.2% 7% False True 5,694
20 4.888 4.097 0.791 19.2% 0.098 2.4% 4% False True 4,563
40 4.888 4.097 0.791 19.2% 0.104 2.5% 4% False True 3,361
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.638
2.618 4.470
1.618 4.367
1.000 4.303
0.618 4.264
HIGH 4.200
0.618 4.161
0.500 4.149
0.382 4.136
LOW 4.097
0.618 4.033
1.000 3.994
1.618 3.930
2.618 3.827
4.250 3.659
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 4.149 4.183
PP 4.142 4.165
S1 4.136 4.148

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

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