NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 4.110 4.216 0.106 2.6% 4.158
High 4.247 4.330 0.083 2.0% 4.247
Low 4.068 4.196 0.128 3.1% 4.067
Close 4.234 4.275 0.041 1.0% 4.234
Range 0.179 0.134 -0.045 -25.1% 0.180
ATR 0.111 0.113 0.002 1.5% 0.000
Volume 6,686 7,833 1,147 17.2% 17,014
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.669 4.606 4.349
R3 4.535 4.472 4.312
R2 4.401 4.401 4.300
R1 4.338 4.338 4.287 4.370
PP 4.267 4.267 4.267 4.283
S1 4.204 4.204 4.263 4.236
S2 4.133 4.133 4.250
S3 3.999 4.070 4.238
S4 3.865 3.936 4.201
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.723 4.658 4.333
R3 4.543 4.478 4.284
R2 4.363 4.363 4.267
R1 4.298 4.298 4.251 4.331
PP 4.183 4.183 4.183 4.199
S1 4.118 4.118 4.218 4.151
S2 4.003 4.003 4.201
S3 3.823 3.938 4.185
S4 3.643 3.758 4.135
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.330 4.067 0.263 6.2% 0.135 3.1% 79% True False 4,969
10 4.330 4.067 0.263 6.2% 0.107 2.5% 79% True False 5,419
20 4.663 4.067 0.596 13.9% 0.101 2.4% 35% False False 4,863
40 4.888 4.067 0.821 19.2% 0.106 2.5% 25% False False 3,930
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.900
2.618 4.681
1.618 4.547
1.000 4.464
0.618 4.413
HIGH 4.330
0.618 4.279
0.500 4.263
0.382 4.247
LOW 4.196
0.618 4.113
1.000 4.062
1.618 3.979
2.618 3.845
4.250 3.627
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.271 4.250
PP 4.267 4.224
S1 4.263 4.199

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

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