NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 4.338 4.261 -0.077 -1.8% 4.275
High 4.342 4.295 -0.047 -1.1% 4.440
Low 4.274 4.249 -0.025 -0.6% 4.230
Close 4.287 4.262 -0.025 -0.6% 4.289
Range 0.068 0.046 -0.022 -32.4% 0.210
ATR 0.090 0.087 -0.003 -3.5% 0.000
Volume 941 2,666 1,725 183.3% 9,338
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.407 4.380 4.287
R3 4.361 4.334 4.275
R2 4.315 4.315 4.270
R1 4.288 4.288 4.266 4.302
PP 4.269 4.269 4.269 4.275
S1 4.242 4.242 4.258 4.256
S2 4.223 4.223 4.254
S3 4.177 4.196 4.249
S4 4.131 4.150 4.237
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 4.430 4.249 0.181 4.2% 0.070 1.6% 7% False True 2,049
10 4.440 4.230 0.210 4.9% 0.077 1.8% 15% False False 1,755
20 4.525 4.230 0.295 6.9% 0.092 2.2% 11% False False 1,654
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 0.017
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 4.491
2.618 4.415
1.618 4.369
1.000 4.341
0.618 4.323
HIGH 4.295
0.618 4.277
0.500 4.272
0.382 4.267
LOW 4.249
0.618 4.221
1.000 4.203
1.618 4.175
2.618 4.129
4.250 4.054
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 4.272 4.296
PP 4.269 4.284
S1 4.265 4.273

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

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