NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 4.346 4.290 -0.056 -1.3% 4.300
High 4.360 4.338 -0.022 -0.5% 4.500
Low 4.291 4.279 -0.012 -0.3% 4.250
Close 4.307 4.327 0.020 0.5% 4.307
Range 0.069 0.059 -0.010 -14.5% 0.250
ATR 0.107 0.104 -0.003 -3.2% 0.000
Volume 10,305 5,090 -5,215 -50.6% 45,080
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.492 4.468 4.359
R3 4.433 4.409 4.343
R2 4.374 4.374 4.338
R1 4.350 4.350 4.332 4.362
PP 4.315 4.315 4.315 4.321
S1 4.291 4.291 4.322 4.303
S2 4.256 4.256 4.316
S3 4.197 4.232 4.311
S4 4.138 4.173 4.295
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 4.279 0.221 5.1% 0.104 2.4% 22% False True 8,542
10 4.500 4.250 0.250 5.8% 0.094 2.2% 31% False False 8,015
20 4.580 4.250 0.330 7.6% 0.107 2.5% 23% False False 6,813
40 4.809 4.250 0.559 12.9% 0.098 2.3% 14% False False 6,270
60 4.958 4.250 0.708 16.4% 0.099 2.3% 11% False False 4,982
80 5.330 4.250 1.080 25.0% 0.101 2.3% 7% False False 4,207
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.589
2.618 4.492
1.618 4.433
1.000 4.397
0.618 4.374
HIGH 4.338
0.618 4.315
0.500 4.309
0.382 4.302
LOW 4.279
0.618 4.243
1.000 4.220
1.618 4.184
2.618 4.125
4.250 4.028
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 4.321 4.376
PP 4.315 4.359
S1 4.309 4.343

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

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