NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 4.389 4.370 -0.019 -0.4% 4.328
High 4.428 4.370 -0.058 -1.3% 4.466
Low 4.372 4.297 -0.075 -1.7% 4.297
Close 4.393 4.324 -0.069 -1.6% 4.324
Range 0.056 0.073 0.017 30.4% 0.169
ATR 0.107 0.107 -0.001 -0.8% 0.000
Volume 8,122 10,196 2,074 25.5% 29,988
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.549 4.510 4.364
R3 4.476 4.437 4.344
R2 4.403 4.403 4.337
R1 4.364 4.364 4.331 4.347
PP 4.330 4.330 4.330 4.322
S1 4.291 4.291 4.317 4.274
S2 4.257 4.257 4.311
S3 4.184 4.218 4.304
S4 4.111 4.145 4.284
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.869 4.766 4.417
R3 4.700 4.597 4.370
R2 4.531 4.531 4.355
R1 4.428 4.428 4.339 4.395
PP 4.362 4.362 4.362 4.346
S1 4.259 4.259 4.309 4.226
S2 4.193 4.193 4.293
S3 4.024 4.090 4.278
S4 3.855 3.921 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.493 4.297 0.196 4.5% 0.102 2.4% 14% False True 7,226
10 4.580 4.262 0.318 7.4% 0.113 2.6% 19% False False 6,700
20 4.590 4.261 0.329 7.6% 0.100 2.3% 19% False False 6,505
40 4.958 4.261 0.697 16.1% 0.099 2.3% 9% False False 5,401
60 5.064 4.261 0.803 18.6% 0.100 2.3% 8% False False 4,302
80 5.330 4.261 1.069 24.7% 0.101 2.3% 6% False False 3,672
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.680
2.618 4.561
1.618 4.488
1.000 4.443
0.618 4.415
HIGH 4.370
0.618 4.342
0.500 4.334
0.382 4.325
LOW 4.297
0.618 4.252
1.000 4.224
1.618 4.179
2.618 4.106
4.250 3.987
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 4.334 4.382
PP 4.330 4.362
S1 4.327 4.343

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

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