NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 19-Sep-2011
Day Change Summary
Previous Current
16-Sep-2011 19-Sep-2011 Change Change % Previous Week
Open 4.306 4.250 -0.056 -1.3% 4.270
High 4.331 4.310 -0.021 -0.5% 4.450
Low 4.270 4.250 -0.020 -0.5% 4.222
Close 4.279 4.300 0.021 0.5% 4.279
Range 0.061 0.060 -0.001 -1.6% 0.228
ATR 0.103 0.100 -0.003 -3.0% 0.000
Volume 13,069 5,332 -7,737 -59.2% 65,366
Daily Pivots for day following 19-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.467 4.443 4.333
R3 4.407 4.383 4.317
R2 4.347 4.347 4.311
R1 4.323 4.323 4.306 4.335
PP 4.287 4.287 4.287 4.293
S1 4.263 4.263 4.295 4.275
S2 4.227 4.227 4.289
S3 4.167 4.203 4.284
S4 4.107 4.143 4.267
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 4.250 0.200 4.7% 0.101 2.3% 25% False True 11,232
10 4.450 4.222 0.228 5.3% 0.094 2.2% 34% False False 11,983
20 4.516 4.222 0.294 6.8% 0.103 2.4% 27% False False 9,549
40 4.765 4.222 0.543 12.6% 0.094 2.2% 14% False False 8,016
60 4.912 4.222 0.690 16.0% 0.095 2.2% 11% False False 6,938
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.017
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.565
2.618 4.467
1.618 4.407
1.000 4.370
0.618 4.347
HIGH 4.310
0.618 4.287
0.500 4.280
0.382 4.273
LOW 4.250
0.618 4.213
1.000 4.190
1.618 4.153
2.618 4.093
4.250 3.995
Fisher Pivots for day following 19-Sep-2011
Pivot 1 day 3 day
R1 4.293 4.347
PP 4.287 4.331
S1 4.280 4.316

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

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