NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 4.250 4.170 -0.080 -1.9% 4.250
High 4.250 4.190 -0.060 -1.4% 4.333
Low 4.160 4.144 -0.016 -0.4% 4.144
Close 4.172 4.147 -0.025 -0.6% 4.147
Range 0.090 0.046 -0.044 -48.9% 0.189
ATR 0.095 0.091 -0.003 -3.7% 0.000
Volume 13,622 14,046 424 3.1% 51,988
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.298 4.269 4.172
R3 4.252 4.223 4.160
R2 4.206 4.206 4.155
R1 4.177 4.177 4.151 4.169
PP 4.160 4.160 4.160 4.156
S1 4.131 4.131 4.143 4.123
S2 4.114 4.114 4.139
S3 4.068 4.085 4.134
S4 4.022 4.039 4.122
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.775 4.650 4.251
R3 4.586 4.461 4.199
R2 4.397 4.397 4.182
R1 4.272 4.272 4.164 4.240
PP 4.208 4.208 4.208 4.192
S1 4.083 4.083 4.130 4.051
S2 4.019 4.019 4.112
S3 3.830 3.894 4.095
S4 3.641 3.705 4.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.333 4.144 0.189 4.6% 0.065 1.6% 2% False True 10,397
10 4.450 4.144 0.306 7.4% 0.085 2.0% 1% False True 11,735
20 4.516 4.144 0.372 9.0% 0.097 2.3% 1% False True 10,663
40 4.602 4.144 0.458 11.0% 0.093 2.2% 1% False True 8,820
60 4.912 4.144 0.768 18.5% 0.095 2.3% 0% False True 7,443
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 38 trading days
Fibonacci Retracements and Extensions
4.250 4.386
2.618 4.310
1.618 4.264
1.000 4.236
0.618 4.218
HIGH 4.190
0.618 4.172
0.500 4.167
0.382 4.162
LOW 4.144
0.618 4.116
1.000 4.098
1.618 4.070
2.618 4.024
4.250 3.949
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 4.167 4.213
PP 4.160 4.191
S1 4.154 4.169

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

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