NYMEX Natural Gas Future April 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 4.208 4.163 -0.045 -1.1% 4.257
High 4.221 4.182 -0.039 -0.9% 4.315
Low 4.155 4.139 -0.016 -0.4% 4.139
Close 4.164 4.139 -0.025 -0.6% 4.139
Range 0.066 0.043 -0.023 -34.8% 0.176
ATR 0.090 0.087 -0.003 -3.7% 0.000
Volume 16,146 16,423 277 1.7% 60,495
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.282 4.254 4.163
R3 4.239 4.211 4.151
R2 4.196 4.196 4.147
R1 4.168 4.168 4.143 4.161
PP 4.153 4.153 4.153 4.150
S1 4.125 4.125 4.135 4.118
S2 4.110 4.110 4.131
S3 4.067 4.082 4.127
S4 4.024 4.039 4.115
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.726 4.608 4.236
R3 4.550 4.432 4.187
R2 4.374 4.374 4.171
R1 4.256 4.256 4.155 4.227
PP 4.198 4.198 4.198 4.183
S1 4.080 4.080 4.123 4.051
S2 4.022 4.022 4.107
S3 3.846 3.904 4.091
S4 3.670 3.728 4.042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.315 4.139 0.176 4.3% 0.058 1.4% 0% False True 12,099
10 4.414 4.139 0.275 6.6% 0.080 1.9% 0% False True 13,038
20 4.500 4.139 0.361 8.7% 0.093 2.3% 0% False True 12,629
40 4.538 4.139 0.399 9.6% 0.089 2.2% 0% False True 10,924
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 0.019
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 4.365
2.618 4.295
1.618 4.252
1.000 4.225
0.618 4.209
HIGH 4.182
0.618 4.166
0.500 4.161
0.382 4.155
LOW 4.139
0.618 4.112
1.000 4.096
1.618 4.069
2.618 4.026
4.250 3.956
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 4.161 4.201
PP 4.153 4.180
S1 4.146 4.160

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

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