NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 4.134 4.170 0.036 0.9% 4.151
High 4.187 4.205 0.018 0.4% 4.370
Low 4.123 4.128 0.005 0.1% 4.120
Close 4.184 4.142 -0.042 -1.0% 4.155
Range 0.064 0.077 0.013 20.3% 0.250
ATR 0.111 0.109 -0.002 -2.2% 0.000
Volume 27,962 27,508 -454 -1.6% 153,560
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.389 4.343 4.184
R3 4.312 4.266 4.163
R2 4.235 4.235 4.156
R1 4.189 4.189 4.149 4.174
PP 4.158 4.158 4.158 4.151
S1 4.112 4.112 4.135 4.097
S2 4.081 4.081 4.128
S3 4.004 4.035 4.121
S4 3.927 3.958 4.100
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.810 4.293
R3 4.715 4.560 4.224
R2 4.465 4.465 4.201
R1 4.310 4.310 4.178 4.388
PP 4.215 4.215 4.215 4.254
S1 4.060 4.060 4.132 4.138
S2 3.965 3.965 4.109
S3 3.715 3.810 4.086
S4 3.465 3.560 4.018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.370 4.123 0.247 6.0% 0.100 2.4% 8% False False 30,347
10 4.370 4.120 0.250 6.0% 0.102 2.5% 9% False False 32,116
20 4.450 4.120 0.330 8.0% 0.116 2.8% 7% False False 28,308
40 4.659 4.120 0.539 13.0% 0.106 2.6% 4% False False 24,144
60 4.871 4.120 0.751 18.1% 0.108 2.6% 3% False False 19,729
80 5.283 4.120 1.163 28.1% 0.112 2.7% 2% False False 17,291
100 5.283 4.120 1.163 28.1% 0.112 2.7% 2% False False 15,196
120 5.283 4.120 1.163 28.1% 0.110 2.6% 2% False False 13,446
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.532
2.618 4.407
1.618 4.330
1.000 4.282
0.618 4.253
HIGH 4.205
0.618 4.176
0.500 4.167
0.382 4.157
LOW 4.128
0.618 4.080
1.000 4.051
1.618 4.003
2.618 3.926
4.250 3.801
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 4.167 4.165
PP 4.158 4.157
S1 4.150 4.150

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

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