NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 4.280 4.252 -0.028 -0.7% 4.290
High 4.314 4.259 -0.055 -1.3% 4.357
Low 4.231 4.190 -0.041 -1.0% 4.173
Close 4.261 4.203 -0.058 -1.4% 4.176
Range 0.083 0.069 -0.014 -16.9% 0.184
ATR 0.094 0.092 -0.002 -1.7% 0.000
Volume 7,089 7,711 622 8.8% 36,173
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.424 4.383 4.241
R3 4.355 4.314 4.222
R2 4.286 4.286 4.216
R1 4.245 4.245 4.209 4.231
PP 4.217 4.217 4.217 4.211
S1 4.176 4.176 4.197 4.162
S2 4.148 4.148 4.190
S3 4.079 4.107 4.184
S4 4.010 4.038 4.165
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% 0.079 1.9% 27% False False 7,888
10 4.472 4.161 0.311 7.4% 0.078 1.9% 14% False False 7,872
20 4.580 4.161 0.419 10.0% 0.098 2.3% 10% False False 7,579
40 4.599 4.161 0.438 10.4% 0.098 2.3% 10% False False 6,908
60 4.958 4.161 0.797 19.0% 0.096 2.3% 5% False False 5,566
80 5.330 4.161 1.169 27.8% 0.098 2.3% 4% False False 4,696
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 0.016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.552
2.618 4.440
1.618 4.371
1.000 4.328
0.618 4.302
HIGH 4.259
0.618 4.233
0.500 4.225
0.382 4.216
LOW 4.190
0.618 4.147
1.000 4.121
1.618 4.078
2.618 4.009
4.250 3.897
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 4.225 4.238
PP 4.217 4.226
S1 4.210 4.215

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

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