NYMEX Natural Gas Future February 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 4.392 4.445 0.053 1.2% 4.328
High 4.500 4.472 -0.028 -0.6% 4.466
Low 4.373 4.339 -0.034 -0.8% 4.297
Close 4.451 4.342 -0.109 -2.4% 4.324
Range 0.127 0.133 0.006 4.7% 0.169
ATR 0.108 0.110 0.002 1.6% 0.000
Volume 9,263 11,438 2,175 23.5% 29,988
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.783 4.696 4.415
R3 4.650 4.563 4.379
R2 4.517 4.517 4.366
R1 4.430 4.430 4.354 4.407
PP 4.384 4.384 4.384 4.373
S1 4.297 4.297 4.330 4.274
S2 4.251 4.251 4.318
S3 4.118 4.164 4.305
S4 3.985 4.031 4.269
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 5.8% 0.109 2.5% 37% False False 8,994
10 4.580 4.250 0.330 7.6% 0.114 2.6% 28% False False 8,001
20 4.580 4.250 0.330 7.6% 0.110 2.5% 28% False False 6,777
40 4.920 4.250 0.670 15.4% 0.101 2.3% 14% False False 6,034
60 4.958 4.250 0.708 16.3% 0.101 2.3% 13% False False 4,762
80 5.330 4.250 1.080 24.9% 0.102 2.3% 9% False False 4,037
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 0.022
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.037
2.618 4.820
1.618 4.687
1.000 4.605
0.618 4.554
HIGH 4.472
0.618 4.421
0.500 4.406
0.382 4.390
LOW 4.339
0.618 4.257
1.000 4.206
1.618 4.124
2.618 3.991
4.250 3.774
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 4.406 4.398
PP 4.384 4.379
S1 4.363 4.361

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

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