NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 4.379 4.438 0.059 1.3% 4.336
High 4.477 4.461 -0.016 -0.4% 4.463
Low 4.354 4.305 -0.049 -1.1% 4.284
Close 4.434 4.323 -0.111 -2.5% 4.308
Range 0.123 0.156 0.033 26.8% 0.179
ATR 0.113 0.116 0.003 2.7% 0.000
Volume 31,186 28,691 -2,495 -8.0% 122,621
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.831 4.733 4.409
R3 4.675 4.577 4.366
R2 4.519 4.519 4.352
R1 4.421 4.421 4.337 4.392
PP 4.363 4.363 4.363 4.349
S1 4.265 4.265 4.309 4.236
S2 4.207 4.207 4.294
S3 4.051 4.109 4.280
S4 3.895 3.953 4.237
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 5.6% 0.119 2.8% 36% False False 30,550
10 4.564 4.236 0.328 7.6% 0.123 2.8% 27% False False 29,311
20 4.564 4.236 0.328 7.6% 0.116 2.7% 27% False False 24,810
40 4.934 4.236 0.698 16.1% 0.108 2.5% 12% False False 22,231
60 4.962 4.236 0.726 16.8% 0.108 2.5% 12% False False 19,968
80 5.356 4.236 1.120 25.9% 0.109 2.5% 8% False False 18,367
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 0.033
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.124
2.618 4.869
1.618 4.713
1.000 4.617
0.618 4.557
HIGH 4.461
0.618 4.401
0.500 4.383
0.382 4.365
LOW 4.305
0.618 4.209
1.000 4.149
1.618 4.053
2.618 3.897
4.250 3.642
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 4.383 4.376
PP 4.363 4.358
S1 4.343 4.341

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

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