NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 4.204 4.168 -0.036 -0.9% 4.290
High 4.219 4.262 0.043 1.0% 4.357
Low 4.173 4.161 -0.012 -0.3% 4.173
Close 4.176 4.257 0.081 1.9% 4.176
Range 0.046 0.101 0.055 119.6% 0.184
ATR 0.094 0.095 0.000 0.5% 0.000
Volume 9,957 6,009 -3,948 -39.7% 36,173
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.530 4.494 4.313
R3 4.429 4.393 4.285
R2 4.328 4.328 4.276
R1 4.292 4.292 4.266 4.310
PP 4.227 4.227 4.227 4.236
S1 4.191 4.191 4.248 4.209
S2 4.126 4.126 4.238
S3 4.025 4.090 4.229
S4 3.924 3.989 4.201
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 4.161 0.196 4.6% 0.073 1.7% 49% False True 7,418
10 4.500 4.161 0.339 8.0% 0.089 2.1% 28% False True 7,980
20 4.580 4.161 0.419 9.8% 0.101 2.4% 23% False True 7,458
40 4.636 4.161 0.475 11.2% 0.097 2.3% 20% False True 6,755
60 4.958 4.161 0.797 18.7% 0.097 2.3% 12% False True 5,424
80 5.330 4.161 1.169 27.5% 0.098 2.3% 8% False True 4,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.691
2.618 4.526
1.618 4.425
1.000 4.363
0.618 4.324
HIGH 4.262
0.618 4.223
0.500 4.212
0.382 4.200
LOW 4.161
0.618 4.099
1.000 4.060
1.618 3.998
2.618 3.897
4.250 3.732
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.242 4.246
PP 4.227 4.235
S1 4.212 4.224

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

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