NYMEX Natural Gas Future April 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 4.163 4.134 -0.029 -0.7% 4.257
High 4.182 4.221 0.039 0.9% 4.315
Low 4.139 4.124 -0.015 -0.4% 4.139
Close 4.139 4.215 0.076 1.8% 4.139
Range 0.043 0.097 0.054 125.6% 0.176
ATR 0.087 0.088 0.001 0.8% 0.000
Volume 16,423 10,334 -6,089 -37.1% 60,495
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.478 4.443 4.268
R3 4.381 4.346 4.242
R2 4.284 4.284 4.233
R1 4.249 4.249 4.224 4.267
PP 4.187 4.187 4.187 4.195
S1 4.152 4.152 4.206 4.170
S2 4.090 4.090 4.197
S3 3.993 4.055 4.188
S4 3.896 3.958 4.162
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 4.124 0.191 4.5% 0.066 1.6% 48% False True 12,406
10 4.414 4.124 0.290 6.9% 0.081 1.9% 31% False True 12,999
20 4.500 4.124 0.376 8.9% 0.094 2.2% 24% False True 12,654
40 4.538 4.124 0.414 9.8% 0.090 2.1% 22% False True 10,922
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 4.633
2.618 4.475
1.618 4.378
1.000 4.318
0.618 4.281
HIGH 4.221
0.618 4.184
0.500 4.173
0.382 4.161
LOW 4.124
0.618 4.064
1.000 4.027
1.618 3.967
2.618 3.870
4.250 3.712
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.201 4.201
PP 4.187 4.187
S1 4.173 4.173

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

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