NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 4.264 4.254 -0.010 -0.2% 4.213
High 4.308 4.268 -0.040 -0.9% 4.341
Low 4.224 4.172 -0.052 -1.2% 4.172
Close 4.265 4.196 -0.069 -1.6% 4.196
Range 0.084 0.096 0.012 14.3% 0.169
ATR 0.116 0.114 -0.001 -1.2% 0.000
Volume 42,411 26,907 -15,504 -36.6% 143,686
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.500 4.444 4.249
R3 4.404 4.348 4.222
R2 4.308 4.308 4.214
R1 4.252 4.252 4.205 4.232
PP 4.212 4.212 4.212 4.202
S1 4.156 4.156 4.187 4.136
S2 4.116 4.116 4.178
S3 4.020 4.060 4.170
S4 3.924 3.964 4.143
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.743 4.639 4.289
R3 4.574 4.470 4.242
R2 4.405 4.405 4.227
R1 4.301 4.301 4.211 4.269
PP 4.236 4.236 4.236 4.220
S1 4.132 4.132 4.181 4.100
S2 4.067 4.067 4.165
S3 3.898 3.963 4.150
S4 3.729 3.794 4.103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.385 4.172 0.213 5.1% 0.118 2.8% 11% False True 35,019
10 4.450 4.134 0.316 7.5% 0.124 2.9% 20% False False 30,036
20 4.515 4.134 0.381 9.1% 0.111 2.6% 16% False False 25,194
40 4.871 4.134 0.737 17.6% 0.108 2.6% 8% False False 21,082
60 4.985 4.134 0.851 20.3% 0.110 2.6% 7% False False 17,122
80 5.283 4.134 1.149 27.4% 0.112 2.7% 5% False False 15,103
100 5.283 4.134 1.149 27.4% 0.111 2.7% 5% False False 13,394
120 5.283 4.134 1.149 27.4% 0.110 2.6% 5% False False 12,023
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.676
2.618 4.519
1.618 4.423
1.000 4.364
0.618 4.327
HIGH 4.268
0.618 4.231
0.500 4.220
0.382 4.209
LOW 4.172
0.618 4.113
1.000 4.076
1.618 4.017
2.618 3.921
4.250 3.764
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 4.220 4.257
PP 4.212 4.236
S1 4.204 4.216

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

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