NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 4.335 4.340 0.005 0.1% 4.342
High 4.432 4.398 -0.034 -0.8% 4.516
Low 4.320 4.340 0.020 0.5% 4.227
Close 4.353 4.365 0.012 0.3% 4.307
Range 0.112 0.058 -0.054 -48.2% 0.289
ATR 0.106 0.103 -0.003 -3.3% 0.000
Volume 8,965 15,664 6,699 74.7% 40,801
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.542 4.511 4.397
R3 4.484 4.453 4.381
R2 4.426 4.426 4.376
R1 4.395 4.395 4.370 4.411
PP 4.368 4.368 4.368 4.375
S1 4.337 4.337 4.360 4.353
S2 4.310 4.310 4.354
S3 4.252 4.279 4.349
S4 4.194 4.221 4.333
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% 0.111 2.5% 36% False False 11,616
10 4.516 4.227 0.289 6.6% 0.110 2.5% 48% False False 8,947
20 4.558 4.227 0.331 7.6% 0.100 2.3% 42% False False 8,340
40 4.912 4.227 0.685 15.7% 0.096 2.2% 20% False False 6,833
60 5.015 4.227 0.788 18.1% 0.096 2.2% 18% False False 6,047
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.645
2.618 4.550
1.618 4.492
1.000 4.456
0.618 4.434
HIGH 4.398
0.618 4.376
0.500 4.369
0.382 4.362
LOW 4.340
0.618 4.304
1.000 4.282
1.618 4.246
2.618 4.188
4.250 4.094
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 4.369 4.362
PP 4.368 4.359
S1 4.366 4.356

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

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