NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 4.279 4.370 0.091 2.1% 4.312
High 4.392 4.450 0.058 1.3% 4.432
Low 4.264 4.340 0.076 1.8% 4.270
Close 4.363 4.420 0.057 1.3% 4.298
Range 0.128 0.110 -0.018 -14.1% 0.162
ATR 0.103 0.103 0.001 0.5% 0.000
Volume 12,074 12,162 88 0.7% 49,136
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.733 4.687 4.481
R3 4.623 4.577 4.450
R2 4.513 4.513 4.440
R1 4.467 4.467 4.430 4.490
PP 4.403 4.403 4.403 4.415
S1 4.357 4.357 4.410 4.380
S2 4.293 4.293 4.400
S3 4.183 4.247 4.390
S4 4.073 4.137 4.360
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.819 4.721 4.387
R3 4.657 4.559 4.343
R2 4.495 4.495 4.328
R1 4.397 4.397 4.313 4.365
PP 4.333 4.333 4.333 4.318
S1 4.235 4.235 4.283 4.203
S2 4.171 4.171 4.268
S3 4.009 4.073 4.253
S4 3.847 3.911 4.209
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.450 4.222 0.228 5.2% 0.094 2.1% 87% True False 13,520
10 4.516 4.222 0.294 6.7% 0.115 2.6% 67% False False 11,696
20 4.516 4.222 0.294 6.7% 0.102 2.3% 67% False False 9,533
40 4.896 4.222 0.674 15.2% 0.097 2.2% 29% False False 7,559
60 4.912 4.222 0.690 15.6% 0.096 2.2% 29% False False 6,583
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.918
2.618 4.738
1.618 4.628
1.000 4.560
0.618 4.518
HIGH 4.450
0.618 4.408
0.500 4.395
0.382 4.382
LOW 4.340
0.618 4.272
1.000 4.230
1.618 4.162
2.618 4.052
4.250 3.873
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.412 4.392
PP 4.403 4.364
S1 4.395 4.336

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

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