NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	4.317	4.204	-0.113	-2.6%	4.151
High	4.347	4.206	-0.141	-3.2%	4.370
Low	4.190	4.140	-0.050	-1.2%	4.120
Close	4.195	4.155	-0.040	-1.0%	4.155
Range	0.157	0.066	-0.091	-58.0%	0.250
ATR	0.119	0.115	-0.004	-3.2%	0.000
Volume	38,651	29,371	-9,280	-24.0%	153,560

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.365	4.326	4.191
R3	4.299	4.260	4.173
R2	4.233	4.233	4.167
R1	4.194	4.194	4.161	4.181
PP	4.167	4.167	4.167	4.160
S1	4.128	4.128	4.149	4.115
S2	4.101	4.101	4.143
S3	4.035	4.062	4.137
S4	3.969	3.996	4.119

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.965	4.810	4.293
R3	4.715	4.560	4.224
R2	4.465	4.465	4.201
R1	4.310	4.310	4.178	4.388
PP	4.215	4.215	4.215	4.254
S1	4.060	4.060	4.132	4.138
S2	3.965	3.965	4.109
S3	3.715	3.810	4.086
S4	3.465	3.560	4.018

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.370	4.120	0.250	6.0%	0.116	2.8%	14%	False	False	30,712
10	4.385	4.120	0.265	6.4%	0.117	2.8%	13%	False	False	32,865
20	4.450	4.120	0.330	7.9%	0.116	2.8%	11%	False	False	27,261
40	4.726	4.120	0.606	14.6%	0.107	2.6%	6%	False	False	23,173
60	4.871	4.120	0.751	18.1%	0.110	2.6%	5%	False	False	19,036
80	5.283	4.120	1.163	28.0%	0.113	2.7%	3%	False	False	16,706
100	5.283	4.120	1.163	28.0%	0.113	2.7%	3%	False	False	14,704
120	5.283	4.120	1.163	28.0%	0.111	2.7%	3%	False	False	13,083

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.024
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.487
2.618	4.379
1.618	4.313
1.000	4.272
0.618	4.247
HIGH	4.206
0.618	4.181
0.500	4.173
0.382	4.165
LOW	4.140
0.618	4.099
1.000	4.074
1.618	4.033
2.618	3.967
4.250	3.860

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	4.173	4.255
PP	4.167	4.222
S1	4.161	4.188

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols