NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 4.290 4.347 0.057 1.3% 4.300
High 4.338 4.357 0.019 0.4% 4.500
Low 4.279 4.289 0.010 0.2% 4.250
Close 4.327 4.303 -0.024 -0.6% 4.307
Range 0.059 0.068 0.009 15.3% 0.250
ATR 0.104 0.101 -0.003 -2.5% 0.000
Volume 5,090 6,754 1,664 32.7% 45,080
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.520 4.480 4.340
R3 4.452 4.412 4.322
R2 4.384 4.384 4.315
R1 4.344 4.344 4.309 4.330
PP 4.316 4.316 4.316 4.310
S1 4.276 4.276 4.297 4.262
S2 4.248 4.248 4.291
S3 4.180 4.208 4.284
S4 4.112 4.140 4.266
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% 0.091 2.1% 11% False False 8,570
10 4.500 4.250 0.250 5.8% 0.091 2.1% 21% False False 8,038
20 4.580 4.250 0.330 7.7% 0.107 2.5% 16% False False 6,975
40 4.753 4.250 0.503 11.7% 0.097 2.3% 11% False False 6,391
60 4.958 4.250 0.708 16.5% 0.099 2.3% 7% False False 5,066
80 5.330 4.250 1.080 25.1% 0.100 2.3% 5% False False 4,279
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.646
2.618 4.535
1.618 4.467
1.000 4.425
0.618 4.399
HIGH 4.357
0.618 4.331
0.500 4.323
0.382 4.315
LOW 4.289
0.618 4.247
1.000 4.221
1.618 4.179
2.618 4.111
4.250 4.000
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 4.323 4.320
PP 4.316 4.314
S1 4.310 4.309

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

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