NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 4.168 4.280 0.112 2.7% 4.290
High 4.262 4.314 0.052 1.2% 4.357
Low 4.161 4.231 0.070 1.7% 4.173
Close 4.257 4.261 0.004 0.1% 4.176
Range 0.101 0.083 -0.018 -17.8% 0.184
ATR 0.095 0.094 -0.001 -0.9% 0.000
Volume 6,009 7,089 1,080 18.0% 36,173
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.518 4.472 4.307
R3 4.435 4.389 4.284
R2 4.352 4.352 4.276
R1 4.306 4.306 4.269 4.288
PP 4.269 4.269 4.269 4.259
S1 4.223 4.223 4.253 4.205
S2 4.186 4.186 4.246
S3 4.103 4.140 4.238
S4 4.020 4.057 4.215
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 4.314 4.161 0.153 3.6% 0.076 1.8% 65% True False 7,485
10 4.500 4.161 0.339 8.0% 0.084 2.0% 29% False False 8,027
20 4.580 4.161 0.419 9.8% 0.100 2.4% 24% False False 7,467
40 4.636 4.161 0.475 11.1% 0.098 2.3% 21% False False 6,819
60 4.958 4.161 0.797 18.7% 0.097 2.3% 13% False False 5,472
80 5.330 4.161 1.169 27.4% 0.098 2.3% 9% False False 4,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.667
2.618 4.531
1.618 4.448
1.000 4.397
0.618 4.365
HIGH 4.314
0.618 4.282
0.500 4.273
0.382 4.263
LOW 4.231
0.618 4.180
1.000 4.148
1.618 4.097
2.618 4.014
4.250 3.878
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.273 4.253
PP 4.269 4.245
S1 4.265 4.238

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

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