NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 4.138 4.091 -0.047 -1.1% 4.151
High 4.146 4.120 -0.026 -0.6% 4.370
Low 4.078 4.023 -0.055 -1.3% 4.120
Close 4.099 4.045 -0.054 -1.3% 4.155
Range 0.068 0.097 0.029 42.6% 0.250
ATR 0.106 0.105 -0.001 -0.6% 0.000
Volume 40,783 54,240 13,457 33.0% 153,560
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.354 4.296 4.098
R3 4.257 4.199 4.072
R2 4.160 4.160 4.063
R1 4.102 4.102 4.054 4.083
PP 4.063 4.063 4.063 4.053
S1 4.005 4.005 4.036 3.986
S2 3.966 3.966 4.027
S3 3.869 3.908 4.018
S4 3.772 3.811 3.992
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 4.206 4.023 0.183 4.5% 0.074 1.8% 12% False True 35,972
10 4.370 4.023 0.347 8.6% 0.098 2.4% 6% False True 33,096
20 4.450 4.023 0.427 10.6% 0.112 2.8% 5% False True 31,039
40 4.630 4.023 0.607 15.0% 0.107 2.6% 4% False True 26,131
60 4.871 4.023 0.848 21.0% 0.108 2.7% 3% False True 21,163
80 5.283 4.023 1.260 31.1% 0.111 2.7% 2% False True 18,286
100 5.283 4.023 1.260 31.1% 0.112 2.8% 2% False True 15,916
120 5.283 4.023 1.260 31.1% 0.109 2.7% 2% False True 14,141
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 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.532
2.618 4.374
1.618 4.277
1.000 4.217
0.618 4.180
HIGH 4.120
0.618 4.083
0.500 4.072
0.382 4.060
LOW 4.023
0.618 3.963
1.000 3.926
1.618 3.866
2.618 3.769
4.250 3.611
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 4.072 4.114
PP 4.063 4.091
S1 4.054 4.068

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

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