NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 3.990 4.042 0.052 1.3% 3.882
High 4.099 4.080 -0.019 -0.5% 4.038
Low 3.955 3.875 -0.080 -2.0% 3.851
Close 4.039 3.878 -0.161 -4.0% 3.915
Range 0.144 0.205 0.061 42.4% 0.187
ATR 0.128 0.134 0.005 4.3% 0.000
Volume 128,377 174,986 46,609 36.3% 483,902
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.559 4.424 3.991
R3 4.354 4.219 3.934
R2 4.149 4.149 3.916
R1 4.014 4.014 3.897 3.979
PP 3.944 3.944 3.944 3.927
S1 3.809 3.809 3.859 3.774
S2 3.739 3.739 3.840
S3 3.534 3.604 3.822
S4 3.329 3.399 3.765
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.496 4.392 4.018
R3 4.309 4.205 3.966
R2 4.122 4.122 3.949
R1 4.018 4.018 3.932 4.070
PP 3.935 3.935 3.935 3.961
S1 3.831 3.831 3.898 3.883
S2 3.748 3.748 3.881
S3 3.561 3.644 3.864
S4 3.374 3.457 3.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.099 3.826 0.273 7.0% 0.140 3.6% 19% False False 128,101
10 4.130 3.826 0.304 7.8% 0.142 3.7% 17% False False 128,366
20 4.130 3.780 0.350 9.0% 0.132 3.4% 28% False False 105,779
40 4.572 3.780 0.792 20.4% 0.125 3.2% 12% False False 78,899
60 4.600 3.780 0.820 21.1% 0.126 3.2% 12% False False 64,061
80 5.010 3.780 1.230 31.7% 0.131 3.4% 8% False False 56,102
100 5.010 3.780 1.230 31.7% 0.130 3.4% 8% False False 49,193
120 5.010 3.780 1.230 31.7% 0.128 3.3% 8% False False 44,516
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.951
2.618 4.617
1.618 4.412
1.000 4.285
0.618 4.207
HIGH 4.080
0.618 4.002
0.500 3.978
0.382 3.953
LOW 3.875
0.618 3.748
1.000 3.670
1.618 3.543
2.618 3.338
4.250 3.004
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 3.978 3.985
PP 3.944 3.949
S1 3.911 3.914

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

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