NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 4.299 4.279 -0.020 -0.5% 4.270
High 4.333 4.281 -0.052 -1.2% 4.450
Low 4.261 4.225 -0.036 -0.8% 4.222
Close 4.275 4.238 -0.037 -0.9% 4.279
Range 0.072 0.056 -0.016 -22.2% 0.228
ATR 0.098 0.095 -0.003 -3.1% 0.000
Volume 10,260 8,728 -1,532 -14.9% 65,366
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.416 4.383 4.269
R3 4.360 4.327 4.253
R2 4.304 4.304 4.248
R1 4.271 4.271 4.243 4.260
PP 4.248 4.248 4.248 4.242
S1 4.215 4.215 4.233 4.204
S2 4.192 4.192 4.228
S3 4.136 4.159 4.223
S4 4.080 4.103 4.207
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 4.444 4.225 0.219 5.2% 0.079 1.9% 6% False True 10,183
10 4.450 4.222 0.228 5.4% 0.086 2.0% 7% False False 11,852
20 4.516 4.222 0.294 6.9% 0.100 2.4% 5% False False 9,974
40 4.710 4.222 0.488 11.5% 0.094 2.2% 3% False False 8,292
60 4.912 4.222 0.690 16.3% 0.095 2.3% 2% False False 7,125
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 4.519
2.618 4.428
1.618 4.372
1.000 4.337
0.618 4.316
HIGH 4.281
0.618 4.260
0.500 4.253
0.382 4.246
LOW 4.225
0.618 4.190
1.000 4.169
1.618 4.134
2.618 4.078
4.250 3.987
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 4.253 4.279
PP 4.248 4.265
S1 4.243 4.252

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

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