NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 4.297 4.257 -0.040 -0.9% 4.239
High 4.309 4.290 -0.019 -0.4% 4.414
Low 4.251 4.234 -0.017 -0.4% 4.200
Close 4.257 4.280 0.023 0.5% 4.257
Range 0.058 0.056 -0.002 -3.4% 0.214
ATR 0.100 0.096 -0.003 -3.1% 0.000
Volume 20,332 8,796 -11,536 -56.7% 69,888
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.436 4.414 4.311
R3 4.380 4.358 4.295
R2 4.324 4.324 4.290
R1 4.302 4.302 4.285 4.313
PP 4.268 4.268 4.268 4.274
S1 4.246 4.246 4.275 4.257
S2 4.212 4.212 4.270
S3 4.156 4.190 4.265
S4 4.100 4.134 4.249
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 4.234 0.180 4.2% 0.097 2.3% 26% False True 13,591
10 4.414 4.200 0.214 5.0% 0.089 2.1% 37% False False 13,750
20 4.500 4.200 0.300 7.0% 0.100 2.3% 27% False False 11,571
40 4.683 4.200 0.483 11.3% 0.092 2.1% 17% False False 10,048
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.528
2.618 4.437
1.618 4.381
1.000 4.346
0.618 4.325
HIGH 4.290
0.618 4.269
0.500 4.262
0.382 4.255
LOW 4.234
0.618 4.199
1.000 4.178
1.618 4.143
2.618 4.087
4.250 3.996
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 4.274 4.320
PP 4.268 4.306
S1 4.262 4.293

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

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