NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 4.238 4.200 -0.038 -0.9% 4.257
High 4.270 4.211 -0.059 -1.4% 4.315
Low 4.193 4.150 -0.043 -1.0% 4.139
Close 4.214 4.158 -0.056 -1.3% 4.139
Range 0.077 0.061 -0.016 -20.8% 0.176
ATR 0.087 0.085 -0.002 -1.9% 0.000
Volume 7,931 11,391 3,460 43.6% 60,495
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.356 4.318 4.192
R3 4.295 4.257 4.175
R2 4.234 4.234 4.169
R1 4.196 4.196 4.164 4.185
PP 4.173 4.173 4.173 4.167
S1 4.135 4.135 4.152 4.124
S2 4.112 4.112 4.147
S3 4.051 4.074 4.141
S4 3.990 4.013 4.124
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 4.270 4.124 0.146 3.5% 0.069 1.7% 23% False False 12,445
10 4.405 4.124 0.281 6.8% 0.072 1.7% 12% False False 12,426
20 4.500 4.124 0.376 9.0% 0.092 2.2% 9% False False 12,806
40 4.508 4.124 0.384 9.2% 0.091 2.2% 9% False False 11,159
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.470
2.618 4.371
1.618 4.310
1.000 4.272
0.618 4.249
HIGH 4.211
0.618 4.188
0.500 4.181
0.382 4.173
LOW 4.150
0.618 4.112
1.000 4.089
1.618 4.051
2.618 3.990
4.250 3.891
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 4.181 4.197
PP 4.173 4.184
S1 4.166 4.171

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

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