NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 4.445 4.346 -0.099 -2.2% 4.300
High 4.472 4.360 -0.112 -2.5% 4.500
Low 4.339 4.291 -0.048 -1.1% 4.250
Close 4.342 4.307 -0.035 -0.8% 4.307
Range 0.133 0.069 -0.064 -48.1% 0.250
ATR 0.110 0.107 -0.003 -2.7% 0.000
Volume 11,438 10,305 -1,133 -9.9% 45,080
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.526 4.486 4.345
R3 4.457 4.417 4.326
R2 4.388 4.388 4.320
R1 4.348 4.348 4.313 4.334
PP 4.319 4.319 4.319 4.312
S1 4.279 4.279 4.301 4.265
S2 4.250 4.250 4.294
S3 4.181 4.210 4.288
S4 4.112 4.141 4.269
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.955 4.445
R3 4.852 4.705 4.376
R2 4.602 4.602 4.353
R1 4.455 4.455 4.330 4.529
PP 4.352 4.352 4.352 4.389
S1 4.205 4.205 4.284 4.279
S2 4.102 4.102 4.261
S3 3.852 3.955 4.238
S4 3.602 3.705 4.170
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% 0.108 2.5% 23% False False 9,016
10 4.500 4.250 0.250 5.8% 0.105 2.4% 23% False False 8,121
20 4.580 4.250 0.330 7.7% 0.107 2.5% 17% False False 6,991
40 4.826 4.250 0.576 13.4% 0.098 2.3% 10% False False 6,213
60 4.958 4.250 0.708 16.4% 0.100 2.3% 8% False False 4,915
80 5.330 4.250 1.080 25.1% 0.101 2.3% 5% False False 4,153
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.016
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.653
2.618 4.541
1.618 4.472
1.000 4.429
0.618 4.403
HIGH 4.360
0.618 4.334
0.500 4.326
0.382 4.317
LOW 4.291
0.618 4.248
1.000 4.222
1.618 4.179
2.618 4.110
4.250 3.998
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 4.326 4.396
PP 4.319 4.366
S1 4.313 4.337

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

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