NYMEX Natural Gas Future April 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 4.257 4.287 0.030 0.7% 4.239
High 4.290 4.315 0.025 0.6% 4.414
Low 4.234 4.239 0.005 0.1% 4.200
Close 4.280 4.256 -0.024 -0.6% 4.257
Range 0.056 0.076 0.020 35.7% 0.214
ATR 0.096 0.095 -0.001 -1.5% 0.000
Volume 8,796 8,131 -665 -7.6% 69,888
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.498 4.453 4.298
R3 4.422 4.377 4.277
R2 4.346 4.346 4.270
R1 4.301 4.301 4.263 4.286
PP 4.270 4.270 4.270 4.262
S1 4.225 4.225 4.249 4.210
S2 4.194 4.194 4.242
S3 4.118 4.149 4.235
S4 4.042 4.073 4.214
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.932 4.809 4.375
R3 4.718 4.595 4.316
R2 4.504 4.504 4.296
R1 4.381 4.381 4.277 4.443
PP 4.290 4.290 4.290 4.321
S1 4.167 4.167 4.237 4.229
S2 4.076 4.076 4.218
S3 3.862 3.953 4.198
S4 3.648 3.739 4.139
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.414 4.234 0.180 4.2% 0.087 2.0% 12% False False 13,225
10 4.414 4.200 0.214 5.0% 0.087 2.0% 26% False False 13,406
20 4.500 4.200 0.300 7.0% 0.100 2.4% 19% False False 11,703
40 4.627 4.200 0.427 10.0% 0.091 2.1% 13% False False 10,142
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.638
2.618 4.514
1.618 4.438
1.000 4.391
0.618 4.362
HIGH 4.315
0.618 4.286
0.500 4.277
0.382 4.268
LOW 4.239
0.618 4.192
1.000 4.163
1.618 4.116
2.618 4.040
4.250 3.916
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 4.277 4.275
PP 4.270 4.268
S1 4.263 4.262

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

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