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

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

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