NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 4.200 4.120 -0.080 -1.9% 4.207
High 4.200 4.155 -0.045 -1.1% 4.268
Low 4.097 4.105 0.008 0.2% 4.097
Close 4.130 4.135 0.005 0.1% 4.135
Range 0.103 0.050 -0.053 -51.5% 0.171
ATR 0.106 0.102 -0.004 -3.8% 0.000
Volume 5,093 4,441 -652 -12.8% 29,343
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.282 4.258 4.163
R3 4.232 4.208 4.149
R2 4.182 4.182 4.144
R1 4.158 4.158 4.140 4.170
PP 4.132 4.132 4.132 4.138
S1 4.108 4.108 4.130 4.120
S2 4.082 4.082 4.126
S3 4.032 4.058 4.121
S4 3.982 4.008 4.108
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.680 4.578 4.229
R3 4.509 4.407 4.182
R2 4.338 4.338 4.166
R1 4.236 4.236 4.151 4.202
PP 4.167 4.167 4.167 4.149
S1 4.065 4.065 4.119 4.031
S2 3.996 3.996 4.104
S3 3.825 3.894 4.088
S4 3.654 3.723 4.041
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% 0.079 1.9% 22% False False 5,868
10 4.500 4.097 0.403 9.7% 0.090 2.2% 9% False False 5,768
20 4.888 4.097 0.791 19.1% 0.095 2.3% 5% False False 4,573
40 4.888 4.097 0.791 19.1% 0.102 2.5% 5% False False 3,439
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.368
2.618 4.286
1.618 4.236
1.000 4.205
0.618 4.186
HIGH 4.155
0.618 4.136
0.500 4.130
0.382 4.124
LOW 4.105
0.618 4.074
1.000 4.055
1.618 4.024
2.618 3.974
4.250 3.893
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 4.133 4.178
PP 4.132 4.163
S1 4.130 4.149

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

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