NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 4.186 4.186 0.000 0.0% 4.168
High 4.254 4.213 -0.041 -1.0% 4.314
Low 4.108 4.138 0.030 0.7% 4.108
Close 4.181 4.142 -0.039 -0.9% 4.142
Range 0.146 0.075 -0.071 -48.6% 0.206
ATR 0.096 0.094 -0.001 -1.6% 0.000
Volume 8,341 15,659 7,318 87.7% 44,809
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.389 4.341 4.183
R3 4.314 4.266 4.163
R2 4.239 4.239 4.156
R1 4.191 4.191 4.149 4.178
PP 4.164 4.164 4.164 4.158
S1 4.116 4.116 4.135 4.103
S2 4.089 4.089 4.128
S3 4.014 4.041 4.121
S4 3.939 3.966 4.101
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.806 4.680 4.255
R3 4.600 4.474 4.199
R2 4.394 4.394 4.180
R1 4.268 4.268 4.161 4.228
PP 4.188 4.188 4.188 4.168
S1 4.062 4.062 4.123 4.022
S2 3.982 3.982 4.104
S3 3.776 3.856 4.085
S4 3.570 3.650 4.029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.314 4.108 0.206 5.0% 0.095 2.3% 17% False False 8,961
10 4.357 4.108 0.249 6.0% 0.080 1.9% 14% False False 8,098
20 4.500 4.108 0.392 9.5% 0.093 2.2% 9% False False 8,109
40 4.599 4.108 0.491 11.9% 0.097 2.3% 7% False False 7,262
60 4.958 4.108 0.850 20.5% 0.096 2.3% 4% False False 5,886
80 5.330 4.108 1.222 29.5% 0.099 2.4% 3% False False 4,961
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.532
2.618 4.409
1.618 4.334
1.000 4.288
0.618 4.259
HIGH 4.213
0.618 4.184
0.500 4.176
0.382 4.167
LOW 4.138
0.618 4.092
1.000 4.063
1.618 4.017
2.618 3.942
4.250 3.819
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 4.176 4.184
PP 4.164 4.170
S1 4.153 4.156

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

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