NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 4.279 4.250 -0.029 -0.7% 4.270
High 4.281 4.250 -0.031 -0.7% 4.450
Low 4.225 4.160 -0.065 -1.5% 4.222
Close 4.238 4.172 -0.066 -1.6% 4.279
Range 0.056 0.090 0.034 60.7% 0.228
ATR 0.095 0.095 0.000 -0.4% 0.000
Volume 8,728 13,622 4,894 56.1% 65,366
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.464 4.408 4.222
R3 4.374 4.318 4.197
R2 4.284 4.284 4.189
R1 4.228 4.228 4.180 4.211
PP 4.194 4.194 4.194 4.186
S1 4.138 4.138 4.164 4.121
S2 4.104 4.104 4.156
S3 4.014 4.048 4.147
S4 3.924 3.958 4.123
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 4.333 4.160 0.173 4.1% 0.068 1.6% 7% False True 10,202
10 4.450 4.160 0.290 7.0% 0.090 2.1% 4% False True 11,647
20 4.516 4.160 0.356 8.5% 0.100 2.4% 3% False True 10,297
40 4.685 4.160 0.525 12.6% 0.094 2.3% 2% False True 8,555
60 4.912 4.160 0.752 18.0% 0.095 2.3% 2% False True 7,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.633
2.618 4.486
1.618 4.396
1.000 4.340
0.618 4.306
HIGH 4.250
0.618 4.216
0.500 4.205
0.382 4.194
LOW 4.160
0.618 4.104
1.000 4.070
1.618 4.014
2.618 3.924
4.250 3.778
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 4.205 4.247
PP 4.194 4.222
S1 4.183 4.197

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

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