NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 4.343 4.264 -0.079 -1.8% 4.336
High 4.379 4.319 -0.060 -1.4% 4.463
Low 4.284 4.236 -0.048 -1.1% 4.284
Close 4.308 4.292 -0.016 -0.4% 4.308
Range 0.095 0.083 -0.012 -12.6% 0.179
ATR 0.112 0.110 -0.002 -1.8% 0.000
Volume 36,937 33,532 -3,405 -9.2% 122,621
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.531 4.495 4.338
R3 4.448 4.412 4.315
R2 4.365 4.365 4.307
R1 4.329 4.329 4.300 4.347
PP 4.282 4.282 4.282 4.292
S1 4.246 4.246 4.284 4.264
S2 4.199 4.199 4.277
S3 4.116 4.163 4.269
S4 4.033 4.080 4.246
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.889 4.777 4.406
R3 4.710 4.598 4.357
R2 4.531 4.531 4.341
R1 4.419 4.419 4.324 4.386
PP 4.352 4.352 4.352 4.335
S1 4.240 4.240 4.292 4.207
S2 4.173 4.173 4.275
S3 3.994 4.061 4.259
S4 3.815 3.882 4.210
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.463 4.236 0.227 5.3% 0.095 2.2% 25% False True 31,230
10 4.564 4.236 0.328 7.6% 0.120 2.8% 17% False True 27,009
20 4.564 4.236 0.328 7.6% 0.109 2.5% 17% False True 24,035
40 4.962 4.236 0.726 16.9% 0.105 2.4% 8% False True 21,497
60 4.962 4.236 0.726 16.9% 0.106 2.5% 8% False True 19,263
80 5.356 4.236 1.120 26.1% 0.109 2.5% 5% False True 17,661
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.672
2.618 4.536
1.618 4.453
1.000 4.402
0.618 4.370
HIGH 4.319
0.618 4.287
0.500 4.278
0.382 4.268
LOW 4.236
0.618 4.185
1.000 4.153
1.618 4.102
2.618 4.019
4.250 3.883
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 4.287 4.331
PP 4.282 4.318
S1 4.278 4.305

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

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