NYMEX Natural Gas Future December 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 4.176 4.259 0.083 2.0% 4.213
High 4.297 4.370 0.073 1.7% 4.341
Low 4.156 4.235 0.079 1.9% 4.172
Close 4.257 4.317 0.060 1.4% 4.196
Range 0.141 0.135 -0.006 -4.3% 0.169
ATR 0.114 0.116 0.001 1.3% 0.000
Volume 30,335 28,247 -2,088 -6.9% 143,686
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.712 4.650 4.391
R3 4.577 4.515 4.354
R2 4.442 4.442 4.342
R1 4.380 4.380 4.329 4.411
PP 4.307 4.307 4.307 4.323
S1 4.245 4.245 4.305 4.276
S2 4.172 4.172 4.292
S3 4.037 4.110 4.280
S4 3.902 3.975 4.243
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 4.370 4.120 0.250 5.8% 0.108 2.5% 79% True False 30,971
10 4.450 4.120 0.330 7.6% 0.129 3.0% 60% False False 31,786
20 4.450 4.120 0.330 7.6% 0.115 2.7% 60% False False 26,073
40 4.851 4.120 0.731 16.9% 0.110 2.5% 27% False False 21,981
60 4.871 4.120 0.751 17.4% 0.109 2.5% 26% False False 18,146
80 5.283 4.120 1.163 26.9% 0.113 2.6% 17% False False 15,979
100 5.283 4.120 1.163 26.9% 0.112 2.6% 17% False False 14,113
120 5.283 4.120 1.163 26.9% 0.111 2.6% 17% False False 12,628
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.944
2.618 4.723
1.618 4.588
1.000 4.505
0.618 4.453
HIGH 4.370
0.618 4.318
0.500 4.303
0.382 4.287
LOW 4.235
0.618 4.152
1.000 4.100
1.618 4.017
2.618 3.882
4.250 3.661
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.312 4.293
PP 4.307 4.269
S1 4.303 4.245

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

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