NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4.270 4.279 0.009 0.2% 4.312
High 4.304 4.392 0.088 2.0% 4.432
Low 4.222 4.264 0.042 1.0% 4.270
Close 4.285 4.363 0.078 1.8% 4.298
Range 0.082 0.128 0.046 56.1% 0.162
ATR 0.101 0.103 0.002 1.9% 0.000
Volume 14,534 12,074 -2,460 -16.9% 49,136
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.724 4.671 4.433
R3 4.596 4.543 4.398
R2 4.468 4.468 4.386
R1 4.415 4.415 4.375 4.442
PP 4.340 4.340 4.340 4.353
S1 4.287 4.287 4.351 4.314
S2 4.212 4.212 4.340
S3 4.084 4.159 4.328
S4 3.956 4.031 4.293
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 4.8% 0.094 2.2% 67% False False 12,881
10 4.516 4.222 0.294 6.7% 0.114 2.6% 48% False False 11,062
20 4.516 4.222 0.294 6.7% 0.100 2.3% 48% False False 9,256
40 4.896 4.222 0.674 15.4% 0.095 2.2% 21% False False 7,398
60 4.912 4.222 0.690 15.8% 0.096 2.2% 20% False False 6,443
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.936
2.618 4.727
1.618 4.599
1.000 4.520
0.618 4.471
HIGH 4.392
0.618 4.343
0.500 4.328
0.382 4.313
LOW 4.264
0.618 4.185
1.000 4.136
1.618 4.057
2.618 3.929
4.250 3.720
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.351 4.344
PP 4.340 4.326
S1 4.328 4.307

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

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