NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4.264 4.303 0.039 0.9% 4.336
High 4.319 4.413 0.094 2.2% 4.463
Low 4.236 4.274 0.038 0.9% 4.284
Close 4.292 4.374 0.082 1.9% 4.308
Range 0.083 0.139 0.056 67.5% 0.179
ATR 0.110 0.112 0.002 1.9% 0.000
Volume 33,532 22,405 -11,127 -33.2% 122,621
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.771 4.711 4.450
R3 4.632 4.572 4.412
R2 4.493 4.493 4.399
R1 4.433 4.433 4.387 4.463
PP 4.354 4.354 4.354 4.369
S1 4.294 4.294 4.361 4.324
S2 4.215 4.215 4.349
S3 4.076 4.155 4.336
S4 3.937 4.016 4.298
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 5.2% 0.104 2.4% 61% False False 30,274
10 4.564 4.236 0.328 7.5% 0.126 2.9% 42% False False 26,673
20 4.564 4.236 0.328 7.5% 0.111 2.5% 42% False False 24,466
40 4.949 4.236 0.713 16.3% 0.106 2.4% 19% False False 21,411
60 4.962 4.236 0.726 16.6% 0.106 2.4% 19% False False 19,352
80 5.356 4.236 1.120 25.6% 0.110 2.5% 12% False False 17,878
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 0.037
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.004
2.618 4.777
1.618 4.638
1.000 4.552
0.618 4.499
HIGH 4.413
0.618 4.360
0.500 4.344
0.382 4.327
LOW 4.274
0.618 4.188
1.000 4.135
1.618 4.049
2.618 3.910
4.250 3.683
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.364 4.358
PP 4.354 4.341
S1 4.344 4.325

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

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