NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 4.308 4.251 -0.057 -1.3% 4.300
High 4.309 4.287 -0.022 -0.5% 4.500
Low 4.255 4.189 -0.066 -1.6% 4.250
Close 4.268 4.201 -0.067 -1.6% 4.307
Range 0.054 0.098 0.044 81.5% 0.250
ATR 0.098 0.098 0.000 0.0% 0.000
Volume 5,695 8,677 2,982 52.4% 45,080
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.520 4.458 4.255
R3 4.422 4.360 4.228
R2 4.324 4.324 4.219
R1 4.262 4.262 4.210 4.244
PP 4.226 4.226 4.226 4.217
S1 4.164 4.164 4.192 4.146
S2 4.128 4.128 4.183
S3 4.030 4.066 4.174
S4 3.932 3.968 4.147
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.955 4.445
R3 4.852 4.705 4.376
R2 4.602 4.602 4.353
R1 4.455 4.455 4.330 4.529
PP 4.352 4.352 4.352 4.389
S1 4.205 4.205 4.284 4.279
S2 4.102 4.102 4.261
S3 3.852 3.955 4.238
S4 3.602 3.705 4.170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.360 4.189 0.171 4.1% 0.070 1.7% 7% False True 7,304
10 4.500 4.189 0.311 7.4% 0.089 2.1% 4% False True 8,149
20 4.580 4.189 0.391 9.3% 0.103 2.4% 3% False True 7,111
40 4.726 4.189 0.537 12.8% 0.098 2.3% 2% False True 6,575
60 4.958 4.189 0.769 18.3% 0.098 2.3% 2% False True 5,258
80 5.330 4.189 1.141 27.2% 0.099 2.4% 1% False True 4,411
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 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.704
2.618 4.544
1.618 4.446
1.000 4.385
0.618 4.348
HIGH 4.287
0.618 4.250
0.500 4.238
0.382 4.226
LOW 4.189
0.618 4.128
1.000 4.091
1.618 4.030
2.618 3.932
4.250 3.773
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 4.238 4.273
PP 4.226 4.249
S1 4.213 4.225

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

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