NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 4.251 4.204 -0.047 -1.1% 4.290
High 4.287 4.219 -0.068 -1.6% 4.357
Low 4.189 4.173 -0.016 -0.4% 4.173
Close 4.201 4.176 -0.025 -0.6% 4.176
Range 0.098 0.046 -0.052 -53.1% 0.184
ATR 0.098 0.094 -0.004 -3.8% 0.000
Volume 8,677 9,957 1,280 14.8% 36,173
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.327 4.298 4.201
R3 4.281 4.252 4.189
R2 4.235 4.235 4.184
R1 4.206 4.206 4.180 4.198
PP 4.189 4.189 4.189 4.185
S1 4.160 4.160 4.172 4.152
S2 4.143 4.143 4.168
S3 4.097 4.114 4.163
S4 4.051 4.068 4.151
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.787 4.666 4.277
R3 4.603 4.482 4.227
R2 4.419 4.419 4.210
R1 4.298 4.298 4.193 4.267
PP 4.235 4.235 4.235 4.220
S1 4.114 4.114 4.159 4.083
S2 4.051 4.051 4.142
S3 3.867 3.930 4.125
S4 3.683 3.746 4.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.357 4.173 0.184 4.4% 0.065 1.6% 2% False True 7,234
10 4.500 4.173 0.327 7.8% 0.087 2.1% 1% False True 8,125
20 4.580 4.173 0.407 9.7% 0.100 2.4% 1% False True 7,412
40 4.636 4.173 0.463 11.1% 0.096 2.3% 1% False True 6,762
60 4.958 4.173 0.785 18.8% 0.098 2.3% 0% False True 5,385
80 5.330 4.173 1.157 27.7% 0.099 2.4% 0% False True 4,510
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 92 trading days
Fibonacci Retracements and Extensions
4.250 4.415
2.618 4.339
1.618 4.293
1.000 4.265
0.618 4.247
HIGH 4.219
0.618 4.201
0.500 4.196
0.382 4.191
LOW 4.173
0.618 4.145
1.000 4.127
1.618 4.099
2.618 4.053
4.250 3.978
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 4.196 4.241
PP 4.189 4.219
S1 4.183 4.198

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

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