NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 4.252 4.186 -0.066 -1.6% 4.290
High 4.259 4.254 -0.005 -0.1% 4.357
Low 4.190 4.108 -0.082 -2.0% 4.173
Close 4.203 4.181 -0.022 -0.5% 4.176
Range 0.069 0.146 0.077 111.6% 0.184
ATR 0.092 0.096 0.004 4.2% 0.000
Volume 7,711 8,341 630 8.2% 36,173
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.619 4.546 4.261
R3 4.473 4.400 4.221
R2 4.327 4.327 4.208
R1 4.254 4.254 4.194 4.218
PP 4.181 4.181 4.181 4.163
S1 4.108 4.108 4.168 4.072
S2 4.035 4.035 4.154
S3 3.889 3.962 4.141
S4 3.743 3.816 4.101
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.787 4.666 4.277
R3 4.603 4.482 4.227
R2 4.419 4.419 4.210
R1 4.298 4.298 4.193 4.267
PP 4.235 4.235 4.235 4.220
S1 4.114 4.114 4.159 4.083
S2 4.051 4.051 4.142
S3 3.867 3.930 4.125
S4 3.683 3.746 4.075
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.314 4.108 0.206 4.9% 0.089 2.1% 35% False True 7,821
10 4.360 4.108 0.252 6.0% 0.079 1.9% 29% False True 7,562
20 4.580 4.108 0.472 11.3% 0.097 2.3% 15% False True 7,781
40 4.599 4.108 0.491 11.7% 0.099 2.4% 15% False True 6,978
60 4.958 4.108 0.850 20.3% 0.097 2.3% 9% False True 5,672
80 5.330 4.108 1.222 29.2% 0.099 2.4% 6% False True 4,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 18 trading days
Fibonacci Retracements and Extensions
4.250 4.875
2.618 4.636
1.618 4.490
1.000 4.400
0.618 4.344
HIGH 4.254
0.618 4.198
0.500 4.181
0.382 4.164
LOW 4.108
0.618 4.018
1.000 3.962
1.618 3.872
2.618 3.726
4.250 3.488
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 4.181 4.211
PP 4.181 4.201
S1 4.181 4.191

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

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