NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 4.328 4.364 0.036 0.8% 4.399
High 4.400 4.466 0.066 1.5% 4.580
Low 4.310 4.350 0.040 0.9% 4.262
Close 4.390 4.384 -0.006 -0.1% 4.341
Range 0.090 0.116 0.026 28.9% 0.318
ATR 0.111 0.111 0.000 0.3% 0.000
Volume 6,529 5,141 -1,388 -21.3% 31,921
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.748 4.682 4.448
R3 4.632 4.566 4.416
R2 4.516 4.516 4.405
R1 4.450 4.450 4.395 4.483
PP 4.400 4.400 4.400 4.417
S1 4.334 4.334 4.373 4.367
S2 4.284 4.284 4.363
S3 4.168 4.218 4.352
S4 4.052 4.102 4.320
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.348 5.163 4.516
R3 5.030 4.845 4.428
R2 4.712 4.712 4.399
R1 4.527 4.527 4.370 4.461
PP 4.394 4.394 4.394 4.361
S1 4.209 4.209 4.312 4.143
S2 4.076 4.076 4.283
S3 3.758 3.891 4.254
S4 3.440 3.573 4.166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.580 4.310 0.270 6.2% 0.143 3.3% 27% False False 6,242
10 4.580 4.261 0.319 7.3% 0.121 2.8% 39% False False 6,025
20 4.599 4.261 0.338 7.7% 0.105 2.4% 36% False False 6,154
40 4.958 4.261 0.697 15.9% 0.100 2.3% 18% False False 5,061
60 5.115 4.261 0.854 19.5% 0.100 2.3% 14% False False 4,052
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.959
2.618 4.770
1.618 4.654
1.000 4.582
0.618 4.538
HIGH 4.466
0.618 4.422
0.500 4.408
0.382 4.394
LOW 4.350
0.618 4.278
1.000 4.234
1.618 4.162
2.618 4.046
4.250 3.857
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 4.408 4.402
PP 4.400 4.396
S1 4.392 4.390

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

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