NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 4.355 4.270 -0.085 -2.0% 4.312
High 4.362 4.304 -0.058 -1.3% 4.432
Low 4.270 4.222 -0.048 -1.1% 4.270
Close 4.298 4.285 -0.013 -0.3% 4.298
Range 0.092 0.082 -0.010 -10.9% 0.162
ATR 0.102 0.101 -0.001 -1.4% 0.000
Volume 13,170 14,534 1,364 10.4% 49,136
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.516 4.483 4.330
R3 4.434 4.401 4.308
R2 4.352 4.352 4.300
R1 4.319 4.319 4.293 4.336
PP 4.270 4.270 4.270 4.279
S1 4.237 4.237 4.277 4.254
S2 4.188 4.188 4.270
S3 4.106 4.155 4.262
S4 4.024 4.073 4.240
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.819 4.721 4.387
R3 4.657 4.559 4.343
R2 4.495 4.495 4.328
R1 4.397 4.397 4.313 4.365
PP 4.333 4.333 4.333 4.318
S1 4.235 4.235 4.283 4.203
S2 4.171 4.171 4.268
S3 4.009 4.073 4.253
S4 3.847 3.911 4.209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.432 4.222 0.210 4.9% 0.087 2.0% 30% False True 12,734
10 4.516 4.222 0.294 6.9% 0.109 2.6% 21% False True 10,447
20 4.516 4.222 0.294 6.9% 0.098 2.3% 21% False True 8,941
40 4.912 4.222 0.690 16.1% 0.095 2.2% 9% False True 7,234
60 4.912 4.222 0.690 16.1% 0.096 2.2% 9% False True 6,322
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.653
2.618 4.519
1.618 4.437
1.000 4.386
0.618 4.355
HIGH 4.304
0.618 4.273
0.500 4.263
0.382 4.253
LOW 4.222
0.618 4.171
1.000 4.140
1.618 4.089
2.618 4.007
4.250 3.874
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 4.278 4.310
PP 4.270 4.302
S1 4.263 4.293

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

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