NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 4.280 4.338 0.058 1.4% 4.275
High 4.319 4.342 0.023 0.5% 4.440
Low 4.265 4.274 0.009 0.2% 4.230
Close 4.311 4.287 -0.024 -0.6% 4.289
Range 0.054 0.068 0.014 25.9% 0.210
ATR 0.091 0.090 -0.002 -1.8% 0.000
Volume 1,455 941 -514 -35.3% 9,338
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.505 4.464 4.324
R3 4.437 4.396 4.306
R2 4.369 4.369 4.299
R1 4.328 4.328 4.293 4.315
PP 4.301 4.301 4.301 4.294
S1 4.260 4.260 4.281 4.247
S2 4.233 4.233 4.275
S3 4.165 4.192 4.268
S4 4.097 4.124 4.250
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.950 4.829 4.405
R3 4.740 4.619 4.347
R2 4.530 4.530 4.328
R1 4.409 4.409 4.308 4.470
PP 4.320 4.320 4.320 4.350
S1 4.199 4.199 4.270 4.260
S2 4.110 4.110 4.251
S3 3.900 3.989 4.231
S4 3.690 3.779 4.174
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.440 4.265 0.175 4.1% 0.082 1.9% 13% False False 1,958
10 4.440 4.230 0.210 4.9% 0.083 1.9% 27% False False 1,724
20 4.525 4.230 0.295 6.9% 0.095 2.2% 19% False False 1,561
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.631
2.618 4.520
1.618 4.452
1.000 4.410
0.618 4.384
HIGH 4.342
0.618 4.316
0.500 4.308
0.382 4.300
LOW 4.274
0.618 4.232
1.000 4.206
1.618 4.164
2.618 4.096
4.250 3.985
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 4.308 4.304
PP 4.301 4.298
S1 4.294 4.293

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

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