NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 4.380 4.297 -0.083 -1.9% 4.239
High 4.405 4.309 -0.096 -2.2% 4.414
Low 4.265 4.251 -0.014 -0.3% 4.200
Close 4.289 4.257 -0.032 -0.7% 4.257
Range 0.140 0.058 -0.082 -58.6% 0.214
ATR 0.103 0.100 -0.003 -3.1% 0.000
Volume 13,785 20,332 6,547 47.5% 69,888
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.446 4.410 4.289
R3 4.388 4.352 4.273
R2 4.330 4.330 4.268
R1 4.294 4.294 4.262 4.283
PP 4.272 4.272 4.272 4.267
S1 4.236 4.236 4.252 4.225
S2 4.214 4.214 4.246
S3 4.156 4.178 4.241
S4 4.098 4.120 4.225
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.932 4.809 4.375
R3 4.718 4.595 4.316
R2 4.504 4.504 4.296
R1 4.381 4.381 4.277 4.443
PP 4.290 4.290 4.290 4.321
S1 4.167 4.167 4.237 4.229
S2 4.076 4.076 4.218
S3 3.862 3.953 4.198
S4 3.648 3.739 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.414 4.200 0.214 5.0% 0.102 2.4% 27% False False 13,977
10 4.428 4.200 0.228 5.4% 0.100 2.3% 25% False False 14,134
20 4.500 4.200 0.300 7.0% 0.100 2.4% 19% False False 11,589
40 4.701 4.200 0.501 11.8% 0.092 2.2% 11% False False 9,979
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.556
2.618 4.461
1.618 4.403
1.000 4.367
0.618 4.345
HIGH 4.309
0.618 4.287
0.500 4.280
0.382 4.273
LOW 4.251
0.618 4.215
1.000 4.193
1.618 4.157
2.618 4.099
4.250 4.005
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 4.280 4.333
PP 4.272 4.307
S1 4.265 4.282

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

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