NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	4.089	4.029	-0.060	-1.5%	4.134
High	4.107	4.100	-0.007	-0.2%	4.205
Low	4.025	3.936	-0.089	-2.2%	4.016
Close	4.041	4.015	-0.026	-0.6%	4.021
Range	0.082	0.164	0.082	100.0%	0.189
ATR	0.100	0.105	0.005	4.5%	0.000
Volume	30,825	54,096	23,271	75.5%	183,902

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.509	4.426	4.105
R3	4.345	4.262	4.060
R2	4.181	4.181	4.045
R1	4.098	4.098	4.030	4.058
PP	4.017	4.017	4.017	3.997
S1	3.934	3.934	4.000	3.894
S2	3.853	3.853	3.985
S3	3.689	3.770	3.970
S4	3.525	3.606	3.925

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.648	4.523	4.125
R3	4.459	4.334	4.073
R2	4.270	4.270	4.056
R1	4.145	4.145	4.038	4.113
PP	4.081	4.081	4.081	4.065
S1	3.956	3.956	4.004	3.924
S2	3.892	3.892	3.986
S3	3.703	3.767	3.969
S4	3.514	3.578	3.917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.161	3.936	0.225	5.6%	0.102	2.5%	35%	False	True	37,954
10	4.206	3.936	0.270	6.7%	0.088	2.2%	29%	False	True	36,963
20	4.450	3.936	0.514	12.8%	0.107	2.7%	15%	False	True	34,800
40	4.516	3.936	0.580	14.4%	0.109	2.7%	14%	False	True	29,102
60	4.871	3.936	0.935	23.3%	0.107	2.7%	8%	False	True	23,607
80	5.283	3.936	1.347	33.5%	0.111	2.8%	6%	False	True	19,839
100	5.283	3.936	1.347	33.5%	0.110	2.8%	6%	False	True	17,371
120	5.283	3.936	1.347	33.5%	0.110	2.7%	6%	False	True	15,496

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	0.026
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	4.797
2.618	4.529
1.618	4.365
1.000	4.264
0.618	4.201
HIGH	4.100
0.618	4.037
0.500	4.018
0.382	3.999
LOW	3.936
0.618	3.835
1.000	3.772
1.618	3.671
2.618	3.507
4.250	3.239

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	4.018	4.049
PP	4.017	4.037
S1	4.016	4.026

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