NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 3.905 3.990 0.085 2.2% 3.882
High 4.018 4.099 0.081 2.0% 4.038
Low 3.870 3.955 0.085 2.2% 3.851
Close 3.980 4.039 0.059 1.5% 3.915
Range 0.148 0.144 -0.004 -2.7% 0.187
ATR 0.127 0.128 0.001 0.9% 0.000
Volume 129,896 128,377 -1,519 -1.2% 483,902
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.463 4.395 4.118
R3 4.319 4.251 4.079
R2 4.175 4.175 4.065
R1 4.107 4.107 4.052 4.141
PP 4.031 4.031 4.031 4.048
S1 3.963 3.963 4.026 3.997
S2 3.887 3.887 4.013
S3 3.743 3.819 3.999
S4 3.599 3.675 3.960
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.496 4.392 4.018
R3 4.309 4.205 3.966
R2 4.122 4.122 3.949
R1 4.018 4.018 3.932 4.070
PP 3.935 3.935 3.935 3.961
S1 3.831 3.831 3.898 3.883
S2 3.748 3.748 3.881
S3 3.561 3.644 3.864
S4 3.374 3.457 3.812
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.099 3.826 0.273 6.8% 0.121 3.0% 78% True False 119,034
10 4.130 3.826 0.304 7.5% 0.141 3.5% 70% False False 123,901
20 4.130 3.780 0.350 8.7% 0.126 3.1% 74% False False 101,870
40 4.584 3.780 0.804 19.9% 0.124 3.1% 32% False False 75,375
60 4.600 3.780 0.820 20.3% 0.124 3.1% 32% False False 61,515
80 5.010 3.780 1.230 30.5% 0.130 3.2% 21% False False 54,141
100 5.010 3.780 1.230 30.5% 0.129 3.2% 21% False False 47,686
120 5.010 3.780 1.230 30.5% 0.128 3.2% 21% False False 43,270
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.711
2.618 4.476
1.618 4.332
1.000 4.243
0.618 4.188
HIGH 4.099
0.618 4.044
0.500 4.027
0.382 4.010
LOW 3.955
0.618 3.866
1.000 3.811
1.618 3.722
2.618 3.578
4.250 3.343
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.035 4.014
PP 4.031 3.988
S1 4.027 3.963

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

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