NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 4.431 4.306 -0.125 -2.8% 4.270
High 4.444 4.331 -0.113 -2.5% 4.450
Low 4.300 4.270 -0.030 -0.7% 4.222
Close 4.313 4.279 -0.034 -0.8% 4.279
Range 0.144 0.061 -0.083 -57.6% 0.228
ATR 0.106 0.103 -0.003 -3.0% 0.000
Volume 13,527 13,069 -458 -3.4% 65,366
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.476 4.439 4.313
R3 4.415 4.378 4.296
R2 4.354 4.354 4.290
R1 4.317 4.317 4.285 4.305
PP 4.293 4.293 4.293 4.288
S1 4.256 4.256 4.273 4.244
S2 4.232 4.232 4.268
S3 4.171 4.195 4.262
S4 4.110 4.134 4.245
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 5.001 4.868 4.404
R3 4.773 4.640 4.342
R2 4.545 4.545 4.321
R1 4.412 4.412 4.300 4.479
PP 4.317 4.317 4.317 4.350
S1 4.184 4.184 4.258 4.251
S2 4.089 4.089 4.237
S3 3.861 3.956 4.216
S4 3.633 3.728 4.154
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 5.3% 0.105 2.5% 25% False False 13,073
10 4.455 4.222 0.233 5.4% 0.105 2.4% 24% False False 12,651
20 4.516 4.222 0.294 6.9% 0.103 2.4% 19% False False 9,894
40 4.780 4.222 0.558 13.0% 0.094 2.2% 10% False False 8,015
60 4.912 4.222 0.690 16.1% 0.097 2.3% 8% False False 6,911
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 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.590
2.618 4.491
1.618 4.430
1.000 4.392
0.618 4.369
HIGH 4.331
0.618 4.308
0.500 4.301
0.382 4.293
LOW 4.270
0.618 4.232
1.000 4.209
1.618 4.171
2.618 4.110
4.250 4.011
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 4.301 4.360
PP 4.293 4.333
S1 4.286 4.306

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

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