NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 4.253 4.228 -0.025 -0.6% 4.276
High 4.300 4.239 -0.061 -1.4% 4.350
Low 4.213 4.171 -0.042 -1.0% 4.156
Close 4.242 4.185 -0.057 -1.3% 4.159
Range 0.087 0.068 -0.019 -21.8% 0.194
ATR 0.099 0.097 -0.002 -2.0% 0.000
Volume 27,466 33,824 6,358 23.1% 157,771
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.402 4.362 4.222
R3 4.334 4.294 4.204
R2 4.266 4.266 4.197
R1 4.226 4.226 4.191 4.212
PP 4.198 4.198 4.198 4.192
S1 4.158 4.158 4.179 4.144
S2 4.130 4.130 4.173
S3 4.062 4.090 4.166
S4 3.994 4.022 4.148
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.804 4.675 4.266
R3 4.610 4.481 4.212
R2 4.416 4.416 4.195
R1 4.287 4.287 4.177 4.255
PP 4.222 4.222 4.222 4.205
S1 4.093 4.093 4.141 4.061
S2 4.028 4.028 4.123
S3 3.834 3.899 4.106
S4 3.640 3.705 4.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.300 4.137 0.163 3.9% 0.082 2.0% 29% False False 34,777
10 4.461 4.137 0.324 7.7% 0.084 2.0% 15% False False 31,548
20 4.564 4.137 0.427 10.2% 0.105 2.5% 11% False False 29,842
40 4.606 4.137 0.469 11.2% 0.104 2.5% 10% False False 26,214
60 4.962 4.137 0.825 19.7% 0.104 2.5% 6% False False 22,866
80 5.356 4.137 1.219 29.1% 0.106 2.5% 4% False False 20,413
100 5.356 4.137 1.219 29.1% 0.106 2.5% 4% False False 18,533
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 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.528
2.618 4.417
1.618 4.349
1.000 4.307
0.618 4.281
HIGH 4.239
0.618 4.213
0.500 4.205
0.382 4.197
LOW 4.171
0.618 4.129
1.000 4.103
1.618 4.061
2.618 3.993
4.250 3.882
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 4.205 4.219
PP 4.198 4.207
S1 4.192 4.196

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

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