NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 4.018 4.106 0.088 2.2% 4.134
High 4.107 4.161 0.054 1.3% 4.205
Low 3.995 4.070 0.075 1.9% 4.016
Close 4.097 4.104 0.007 0.2% 4.021
Range 0.112 0.091 -0.021 -18.8% 0.189
ATR 0.103 0.102 -0.001 -0.8% 0.000
Volume 31,490 39,954 8,464 26.9% 183,902
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.385 4.335 4.154
R3 4.294 4.244 4.129
R2 4.203 4.203 4.121
R1 4.153 4.153 4.112 4.133
PP 4.112 4.112 4.112 4.101
S1 4.062 4.062 4.096 4.042
S2 4.021 4.021 4.087
S3 3.930 3.971 4.079
S4 3.839 3.880 4.054
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.648 4.523 4.125
R3 4.459 4.334 4.073
R2 4.270 4.270 4.056
R1 4.145 4.145 4.038 4.113
PP 4.081 4.081 4.081 4.065
S1 3.956 3.956 4.004 3.924
S2 3.892 3.892 3.986
S3 3.703 3.767 3.969
S4 3.514 3.578 3.917
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.161 3.995 0.166 4.0% 0.085 2.1% 66% True False 39,975
10 4.370 3.995 0.375 9.1% 0.093 2.3% 29% False False 35,161
20 4.450 3.995 0.455 11.1% 0.110 2.7% 24% False False 32,950
40 4.537 3.995 0.542 13.2% 0.107 2.6% 20% False False 27,856
60 4.871 3.995 0.876 21.3% 0.107 2.6% 12% False False 22,462
80 5.283 3.995 1.288 31.4% 0.110 2.7% 8% False False 19,098
100 5.283 3.995 1.288 31.4% 0.110 2.7% 8% False False 16,717
120 5.283 3.995 1.288 31.4% 0.109 2.7% 8% False False 14,882
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.548
2.618 4.399
1.618 4.308
1.000 4.252
0.618 4.217
HIGH 4.161
0.618 4.126
0.500 4.116
0.382 4.105
LOW 4.070
0.618 4.014
1.000 3.979
1.618 3.923
2.618 3.832
4.250 3.683
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.116 4.095
PP 4.112 4.087
S1 4.108 4.078

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

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