NYMEX Natural Gas Future March 2012


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 4.248 4.221 -0.027 -0.6% 4.250
High 4.281 4.225 -0.056 -1.3% 4.333
Low 4.200 4.162 -0.038 -0.9% 4.144
Close 4.228 4.170 -0.058 -1.4% 4.147
Range 0.081 0.063 -0.018 -22.2% 0.189
ATR 0.091 0.089 -0.002 -2.0% 0.000
Volume 9,487 9,596 109 1.1% 51,988
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.375 4.335 4.205
R3 4.312 4.272 4.187
R2 4.249 4.249 4.182
R1 4.209 4.209 4.176 4.198
PP 4.186 4.186 4.186 4.180
S1 4.146 4.146 4.164 4.135
S2 4.123 4.123 4.158
S3 4.060 4.083 4.153
S4 3.997 4.020 4.135
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.775 4.650 4.251
R3 4.586 4.461 4.199
R2 4.397 4.397 4.182
R1 4.272 4.272 4.164 4.240
PP 4.208 4.208 4.208 4.192
S1 4.083 4.083 4.130 4.051
S2 4.019 4.019 4.112
S3 3.830 3.894 4.095
S4 3.641 3.705 4.043
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.281 4.128 0.153 3.7% 0.077 1.8% 27% False False 11,172
10 4.444 4.128 0.316 7.6% 0.078 1.9% 13% False False 10,677
20 4.516 4.128 0.388 9.3% 0.096 2.3% 11% False False 11,187
40 4.558 4.128 0.430 10.3% 0.095 2.3% 10% False False 9,170
60 4.912 4.128 0.784 18.8% 0.093 2.2% 5% False False 7,652
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.015
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.493
2.618 4.390
1.618 4.327
1.000 4.288
0.618 4.264
HIGH 4.225
0.618 4.201
0.500 4.194
0.382 4.186
LOW 4.162
0.618 4.123
1.000 4.099
1.618 4.060
2.618 3.997
4.250 3.894
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 4.194 4.205
PP 4.186 4.193
S1 4.178 4.182

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

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