NYMEX Natural Gas Future February 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 4.370 4.300 -0.070 -1.6% 4.328
High 4.370 4.331 -0.039 -0.9% 4.466
Low 4.297 4.250 -0.047 -1.1% 4.297
Close 4.324 4.310 -0.014 -0.3% 4.324
Range 0.073 0.081 0.008 11.0% 0.169
ATR 0.107 0.105 -0.002 -1.7% 0.000
Volume 10,196 7,458 -2,738 -26.9% 29,988
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.540 4.506 4.355
R3 4.459 4.425 4.332
R2 4.378 4.378 4.325
R1 4.344 4.344 4.317 4.361
PP 4.297 4.297 4.297 4.306
S1 4.263 4.263 4.303 4.280
S2 4.216 4.216 4.295
S3 4.135 4.182 4.288
S4 4.054 4.101 4.265
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 4.466 4.250 0.216 5.0% 0.083 1.9% 28% False True 7,489
10 4.580 4.250 0.330 7.7% 0.113 2.6% 18% False True 6,936
20 4.580 4.250 0.330 7.7% 0.101 2.3% 18% False True 6,515
40 4.958 4.250 0.708 16.4% 0.098 2.3% 8% False True 5,534
60 4.958 4.250 0.708 16.4% 0.099 2.3% 8% False True 4,397
80 5.330 4.250 1.080 25.1% 0.101 2.4% 6% False True 3,743
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.675
2.618 4.543
1.618 4.462
1.000 4.412
0.618 4.381
HIGH 4.331
0.618 4.300
0.500 4.291
0.382 4.281
LOW 4.250
0.618 4.200
1.000 4.169
1.618 4.119
2.618 4.038
4.250 3.906
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 4.304 4.339
PP 4.297 4.329
S1 4.291 4.320

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

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