NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 4.451 4.312 -0.139 -3.1% 4.342
High 4.455 4.370 -0.085 -1.9% 4.516
Low 4.286 4.279 -0.007 -0.2% 4.227
Close 4.307 4.359 0.052 1.2% 4.307
Range 0.169 0.091 -0.078 -46.2% 0.289
ATR 0.107 0.106 -0.001 -1.1% 0.000
Volume 12,015 11,337 -678 -5.6% 40,801
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.609 4.575 4.409
R3 4.518 4.484 4.384
R2 4.427 4.427 4.376
R1 4.393 4.393 4.367 4.410
PP 4.336 4.336 4.336 4.345
S1 4.302 4.302 4.351 4.319
S2 4.245 4.245 4.342
S3 4.154 4.211 4.334
S4 4.063 4.120 4.309
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.217 5.051 4.466
R3 4.928 4.762 4.386
R2 4.639 4.639 4.360
R1 4.473 4.473 4.333 4.412
PP 4.350 4.350 4.350 4.319
S1 4.184 4.184 4.281 4.123
S2 4.061 4.061 4.254
S3 3.772 3.895 4.228
S4 3.483 3.606 4.148
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.227 0.289 6.6% 0.134 3.1% 46% False False 9,243
10 4.516 4.227 0.289 6.6% 0.114 2.6% 46% False False 7,746
20 4.558 4.227 0.331 7.6% 0.100 2.3% 40% False False 7,740
40 4.912 4.227 0.685 15.7% 0.096 2.2% 19% False False 6,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.024
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.757
2.618 4.608
1.618 4.517
1.000 4.461
0.618 4.426
HIGH 4.370
0.618 4.335
0.500 4.325
0.382 4.314
LOW 4.279
0.618 4.223
1.000 4.188
1.618 4.132
2.618 4.041
4.250 3.892
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 4.348 4.398
PP 4.336 4.385
S1 4.325 4.372

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

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