NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 4.312 4.335 0.023 0.5% 4.342
High 4.370 4.432 0.062 1.4% 4.516
Low 4.279 4.320 0.041 1.0% 4.227
Close 4.359 4.353 -0.006 -0.1% 4.307
Range 0.091 0.112 0.021 23.1% 0.289
ATR 0.106 0.106 0.000 0.4% 0.000
Volume 11,337 8,965 -2,372 -20.9% 40,801
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.704 4.641 4.415
R3 4.592 4.529 4.384
R2 4.480 4.480 4.374
R1 4.417 4.417 4.363 4.449
PP 4.368 4.368 4.368 4.384
S1 4.305 4.305 4.343 4.337
S2 4.256 4.256 4.332
S3 4.144 4.193 4.322
S4 4.032 4.081 4.291
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 4.279 0.237 5.4% 0.135 3.1% 31% False False 9,872
10 4.516 4.227 0.289 6.6% 0.114 2.6% 44% False False 8,097
20 4.558 4.227 0.331 7.6% 0.100 2.3% 38% False False 7,836
40 4.912 4.227 0.685 15.7% 0.096 2.2% 18% False False 6,521
60 5.055 4.227 0.828 19.0% 0.096 2.2% 15% False False 5,863
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.908
2.618 4.725
1.618 4.613
1.000 4.544
0.618 4.501
HIGH 4.432
0.618 4.389
0.500 4.376
0.382 4.363
LOW 4.320
0.618 4.251
1.000 4.208
1.618 4.139
2.618 4.027
4.250 3.844
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 4.376 4.367
PP 4.368 4.362
S1 4.361 4.358

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

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