NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 4.250 4.299 0.049 1.2% 4.270
High 4.310 4.333 0.023 0.5% 4.450
Low 4.250 4.261 0.011 0.3% 4.222
Close 4.300 4.275 -0.025 -0.6% 4.279
Range 0.060 0.072 0.012 20.0% 0.228
ATR 0.100 0.098 -0.002 -2.0% 0.000
Volume 5,332 10,260 4,928 92.4% 65,366
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.506 4.462 4.315
R3 4.434 4.390 4.295
R2 4.362 4.362 4.288
R1 4.318 4.318 4.282 4.304
PP 4.290 4.290 4.290 4.283
S1 4.246 4.246 4.268 4.232
S2 4.218 4.218 4.262
S3 4.146 4.174 4.255
S4 4.074 4.102 4.235
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% 0.089 2.1% 13% False False 10,870
10 4.450 4.222 0.228 5.3% 0.092 2.1% 23% False False 11,875
20 4.516 4.222 0.294 6.9% 0.103 2.4% 18% False False 9,811
40 4.710 4.222 0.488 11.4% 0.094 2.2% 11% False False 8,183
60 4.912 4.222 0.690 16.1% 0.095 2.2% 8% False False 7,029
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.639
2.618 4.521
1.618 4.449
1.000 4.405
0.618 4.377
HIGH 4.333
0.618 4.305
0.500 4.297
0.382 4.289
LOW 4.261
0.618 4.217
1.000 4.189
1.618 4.145
2.618 4.073
4.250 3.955
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 4.297 4.292
PP 4.290 4.286
S1 4.282 4.281

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

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