NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 4.500 4.336 -0.164 -3.6% 4.376
High 4.500 4.391 -0.109 -2.4% 4.564
Low 4.308 4.299 -0.009 -0.2% 4.255
Close 4.334 4.383 0.049 1.1% 4.334
Range 0.192 0.092 -0.100 -52.1% 0.309
ATR 0.117 0.115 -0.002 -1.5% 0.000
Volume 27,640 27,188 -452 -1.6% 113,937
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.634 4.600 4.434
R3 4.542 4.508 4.408
R2 4.450 4.450 4.400
R1 4.416 4.416 4.391 4.433
PP 4.358 4.358 4.358 4.366
S1 4.324 4.324 4.375 4.341
S2 4.266 4.266 4.366
S3 4.174 4.232 4.358
S4 4.082 4.140 4.332
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.311 5.132 4.504
R3 5.002 4.823 4.419
R2 4.693 4.693 4.391
R1 4.514 4.514 4.362 4.449
PP 4.384 4.384 4.384 4.352
S1 4.205 4.205 4.306 4.140
S2 4.075 4.075 4.277
S3 3.766 3.896 4.249
S4 3.457 3.587 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.564 4.255 0.309 7.0% 0.147 3.4% 41% False False 23,073
10 4.564 4.255 0.309 7.0% 0.125 2.8% 41% False False 23,445
20 4.606 4.255 0.351 8.0% 0.112 2.6% 36% False False 22,962
40 4.962 4.255 0.707 16.1% 0.107 2.4% 18% False False 20,082
60 5.242 4.255 0.987 22.5% 0.107 2.4% 13% False False 17,814
80 5.356 4.255 1.101 25.1% 0.109 2.5% 12% False False 16,461
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.782
2.618 4.632
1.618 4.540
1.000 4.483
0.618 4.448
HIGH 4.391
0.618 4.356
0.500 4.345
0.382 4.334
LOW 4.299
0.618 4.242
1.000 4.207
1.618 4.150
2.618 4.058
4.250 3.908
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 4.370 4.432
PP 4.358 4.415
S1 4.345 4.399

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

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