NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 4.382 4.343 -0.039 -0.9% 4.336
High 4.425 4.379 -0.046 -1.0% 4.463
Low 4.346 4.284 -0.062 -1.4% 4.284
Close 4.379 4.308 -0.071 -1.6% 4.308
Range 0.079 0.095 0.016 20.3% 0.179
ATR 0.113 0.112 -0.001 -1.2% 0.000
Volume 32,751 36,937 4,186 12.8% 122,621
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.609 4.553 4.360
R3 4.514 4.458 4.334
R2 4.419 4.419 4.325
R1 4.363 4.363 4.317 4.344
PP 4.324 4.324 4.324 4.314
S1 4.268 4.268 4.299 4.249
S2 4.229 4.229 4.291
S3 4.134 4.173 4.282
S4 4.039 4.078 4.256
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.889 4.777 4.406
R3 4.710 4.598 4.357
R2 4.531 4.531 4.341
R1 4.419 4.419 4.324 4.386
PP 4.352 4.352 4.352 4.335
S1 4.240 4.240 4.292 4.207
S2 4.173 4.173 4.275
S3 3.994 4.061 4.259
S4 3.815 3.882 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.500 4.284 0.216 5.0% 0.116 2.7% 11% False True 30,052
10 4.564 4.255 0.309 7.2% 0.121 2.8% 17% False False 26,247
20 4.606 4.255 0.351 8.1% 0.109 2.5% 15% False False 23,899
40 4.962 4.255 0.707 16.4% 0.106 2.5% 7% False False 21,143
60 5.079 4.255 0.824 19.1% 0.107 2.5% 6% False False 18,874
80 5.356 4.255 1.101 25.6% 0.108 2.5% 5% False False 17,387
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.628
1.618 4.533
1.000 4.474
0.618 4.438
HIGH 4.379
0.618 4.343
0.500 4.332
0.382 4.320
LOW 4.284
0.618 4.225
1.000 4.189
1.618 4.130
2.618 4.035
4.250 3.880
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 4.332 4.374
PP 4.324 4.352
S1 4.316 4.330

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

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