NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4.151 4.176 0.025 0.6% 4.213
High 4.202 4.297 0.095 2.3% 4.341
Low 4.120 4.156 0.036 0.9% 4.172
Close 4.172 4.257 0.085 2.0% 4.196
Range 0.082 0.141 0.059 72.0% 0.169
ATR 0.112 0.114 0.002 1.8% 0.000
Volume 26,956 30,335 3,379 12.5% 143,686
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.660 4.599 4.335
R3 4.519 4.458 4.296
R2 4.378 4.378 4.283
R1 4.317 4.317 4.270 4.348
PP 4.237 4.237 4.237 4.252
S1 4.176 4.176 4.244 4.207
S2 4.096 4.096 4.231
S3 3.955 4.035 4.218
S4 3.814 3.894 4.179
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 4.341 4.120 0.221 5.2% 0.105 2.5% 62% False False 33,884
10 4.450 4.120 0.330 7.8% 0.128 3.0% 42% False False 30,740
20 4.450 4.120 0.330 7.8% 0.114 2.7% 42% False False 25,687
40 4.851 4.120 0.731 17.2% 0.108 2.5% 19% False False 21,597
60 4.871 4.120 0.751 17.6% 0.110 2.6% 18% False False 17,845
80 5.283 4.120 1.163 27.3% 0.114 2.7% 12% False False 15,690
100 5.283 4.120 1.163 27.3% 0.112 2.6% 12% False False 13,859
120 5.283 4.120 1.163 27.3% 0.111 2.6% 12% False False 12,452
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.896
2.618 4.666
1.618 4.525
1.000 4.438
0.618 4.384
HIGH 4.297
0.618 4.243
0.500 4.227
0.382 4.210
LOW 4.156
0.618 4.069
1.000 4.015
1.618 3.928
2.618 3.787
4.250 3.557
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.247 4.241
PP 4.237 4.225
S1 4.227 4.209

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

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