NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 4.170 4.148 -0.022 -0.5% 4.250
High 4.190 4.231 0.041 1.0% 4.333
Low 4.144 4.128 -0.016 -0.4% 4.144
Close 4.147 4.226 0.079 1.9% 4.147
Range 0.046 0.103 0.057 123.9% 0.189
ATR 0.091 0.092 0.001 0.9% 0.000
Volume 14,046 9,111 -4,935 -35.1% 51,988
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.504 4.468 4.283
R3 4.401 4.365 4.254
R2 4.298 4.298 4.245
R1 4.262 4.262 4.235 4.280
PP 4.195 4.195 4.195 4.204
S1 4.159 4.159 4.217 4.177
S2 4.092 4.092 4.207
S3 3.989 4.056 4.198
S4 3.886 3.953 4.169
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 4.128 0.205 4.9% 0.073 1.7% 48% False True 11,153
10 4.450 4.128 0.322 7.6% 0.087 2.1% 30% False True 11,193
20 4.516 4.128 0.388 9.2% 0.098 2.3% 25% False True 10,820
40 4.602 4.128 0.474 11.2% 0.094 2.2% 21% False True 8,907
60 4.912 4.128 0.784 18.6% 0.093 2.2% 13% False True 7,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.669
2.618 4.501
1.618 4.398
1.000 4.334
0.618 4.295
HIGH 4.231
0.618 4.192
0.500 4.180
0.382 4.167
LOW 4.128
0.618 4.064
1.000 4.025
1.618 3.961
2.618 3.858
4.250 3.690
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.211 4.214
PP 4.195 4.201
S1 4.180 4.189

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

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