NYMEX Natural Gas Future February 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 4.318 4.392 0.074 1.7% 4.328
High 4.428 4.500 0.072 1.6% 4.466
Low 4.296 4.373 0.077 1.8% 4.297
Close 4.391 4.451 0.060 1.4% 4.324
Range 0.132 0.127 -0.005 -3.8% 0.169
ATR 0.107 0.108 0.001 1.4% 0.000
Volume 6,616 9,263 2,647 40.0% 29,988
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.822 4.764 4.521
R3 4.695 4.637 4.486
R2 4.568 4.568 4.474
R1 4.510 4.510 4.463 4.539
PP 4.441 4.441 4.441 4.456
S1 4.383 4.383 4.439 4.412
S2 4.314 4.314 4.428
S3 4.187 4.256 4.416
S4 4.060 4.129 4.381
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 4.500 4.250 0.250 5.6% 0.094 2.1% 80% True False 8,331
10 4.580 4.250 0.330 7.4% 0.119 2.7% 61% False False 7,286
20 4.580 4.250 0.330 7.4% 0.106 2.4% 61% False False 6,749
40 4.944 4.250 0.694 15.6% 0.101 2.3% 29% False False 5,782
60 4.958 4.250 0.708 15.9% 0.100 2.2% 28% False False 4,599
80 5.330 4.250 1.080 24.3% 0.102 2.3% 19% False False 3,908
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.040
2.618 4.832
1.618 4.705
1.000 4.627
0.618 4.578
HIGH 4.500
0.618 4.451
0.500 4.437
0.382 4.422
LOW 4.373
0.618 4.295
1.000 4.246
1.618 4.168
2.618 4.041
4.250 3.833
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.446 4.426
PP 4.441 4.400
S1 4.437 4.375

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

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