NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4.300 4.318 0.018 0.4% 4.328
High 4.331 4.428 0.097 2.2% 4.466
Low 4.250 4.296 0.046 1.1% 4.297
Close 4.310 4.391 0.081 1.9% 4.324
Range 0.081 0.132 0.051 63.0% 0.169
ATR 0.105 0.107 0.002 1.9% 0.000
Volume 7,458 6,616 -842 -11.3% 29,988
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.768 4.711 4.464
R3 4.636 4.579 4.427
R2 4.504 4.504 4.415
R1 4.447 4.447 4.403 4.476
PP 4.372 4.372 4.372 4.386
S1 4.315 4.315 4.379 4.344
S2 4.240 4.240 4.367
S3 4.108 4.183 4.355
S4 3.976 4.051 4.318
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.869 4.766 4.417
R3 4.700 4.597 4.370
R2 4.531 4.531 4.355
R1 4.428 4.428 4.339 4.395
PP 4.362 4.362 4.362 4.346
S1 4.259 4.259 4.309 4.226
S2 4.193 4.193 4.293
S3 4.024 4.090 4.278
S4 3.855 3.921 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.466 4.250 0.216 4.9% 0.092 2.1% 65% False False 7,506
10 4.580 4.250 0.330 7.5% 0.117 2.7% 43% False False 6,907
20 4.580 4.250 0.330 7.5% 0.103 2.3% 43% False False 6,681
40 4.944 4.250 0.694 15.8% 0.099 2.2% 20% False False 5,629
60 4.958 4.250 0.708 16.1% 0.099 2.3% 20% False False 4,468
80 5.330 4.250 1.080 24.6% 0.102 2.3% 13% False False 3,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.989
2.618 4.774
1.618 4.642
1.000 4.560
0.618 4.510
HIGH 4.428
0.618 4.378
0.500 4.362
0.382 4.346
LOW 4.296
0.618 4.214
1.000 4.164
1.618 4.082
2.618 3.950
4.250 3.735
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.381 4.374
PP 4.372 4.356
S1 4.362 4.339

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

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