NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 4.336 4.387 0.051 1.2% 4.376
High 4.391 4.463 0.072 1.6% 4.564
Low 4.299 4.339 0.040 0.9% 4.255
Close 4.383 4.374 -0.009 -0.2% 4.334
Range 0.092 0.124 0.032 34.8% 0.309
ATR 0.115 0.116 0.001 0.5% 0.000
Volume 27,188 25,745 -1,443 -5.3% 113,937
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.764 4.693 4.442
R3 4.640 4.569 4.408
R2 4.516 4.516 4.397
R1 4.445 4.445 4.385 4.419
PP 4.392 4.392 4.392 4.379
S1 4.321 4.321 4.363 4.295
S2 4.268 4.268 4.351
S3 4.144 4.197 4.340
S4 4.020 4.073 4.306
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 4.299 0.265 6.1% 0.150 3.4% 28% False False 24,909
10 4.564 4.255 0.309 7.1% 0.125 2.8% 39% False False 24,255
20 4.606 4.255 0.351 8.0% 0.113 2.6% 34% False False 22,873
40 4.962 4.255 0.707 16.2% 0.107 2.4% 17% False False 20,323
60 5.125 4.255 0.870 19.9% 0.107 2.4% 14% False False 18,089
80 5.356 4.255 1.101 25.2% 0.110 2.5% 11% False False 16,679
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.788
1.618 4.664
1.000 4.587
0.618 4.540
HIGH 4.463
0.618 4.416
0.500 4.401
0.382 4.386
LOW 4.339
0.618 4.262
1.000 4.215
1.618 4.138
2.618 4.014
4.250 3.812
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 4.401 4.400
PP 4.392 4.391
S1 4.383 4.383

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

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