NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 4.303 4.379 0.076 1.8% 4.336
High 4.413 4.477 0.064 1.5% 4.463
Low 4.274 4.354 0.080 1.9% 4.284
Close 4.374 4.434 0.060 1.4% 4.308
Range 0.139 0.123 -0.016 -11.5% 0.179
ATR 0.112 0.113 0.001 0.7% 0.000
Volume 22,405 31,186 8,781 39.2% 122,621
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.791 4.735 4.502
R3 4.668 4.612 4.468
R2 4.545 4.545 4.457
R1 4.489 4.489 4.445 4.517
PP 4.422 4.422 4.422 4.436
S1 4.366 4.366 4.423 4.394
S2 4.299 4.299 4.411
S3 4.176 4.243 4.400
S4 4.053 4.120 4.366
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 4.477 4.236 0.241 5.4% 0.104 2.3% 82% True False 31,362
10 4.564 4.236 0.328 7.4% 0.127 2.9% 60% False False 28,136
20 4.564 4.236 0.328 7.4% 0.112 2.5% 60% False False 24,746
40 4.949 4.236 0.713 16.1% 0.108 2.4% 28% False False 21,768
60 4.962 4.236 0.726 16.4% 0.107 2.4% 27% False False 19,673
80 5.356 4.236 1.120 25.3% 0.109 2.5% 18% False False 18,138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.000
2.618 4.799
1.618 4.676
1.000 4.600
0.618 4.553
HIGH 4.477
0.618 4.430
0.500 4.416
0.382 4.401
LOW 4.354
0.618 4.278
1.000 4.231
1.618 4.155
2.618 4.032
4.250 3.831
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.428 4.408
PP 4.422 4.382
S1 4.416 4.357

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

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