NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 13-Sep-2011
Day Change Summary
Previous Current
12-Sep-2011 13-Sep-2011 Change Change % Previous Week
Open 4.275 4.280 0.005 0.1% 4.292
High 4.312 4.392 0.080 1.9% 4.436
Low 4.230 4.274 0.044 1.0% 4.280
Close 4.290 4.361 0.071 1.7% 4.305
Range 0.082 0.118 0.036 43.9% 0.156
ATR 0.092 0.094 0.002 2.0% 0.000
Volume 1,178 766 -412 -35.0% 7,448
Daily Pivots for day following 13-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.696 4.647 4.426
R3 4.578 4.529 4.393
R2 4.460 4.460 4.383
R1 4.411 4.411 4.372 4.436
PP 4.342 4.342 4.342 4.355
S1 4.293 4.293 4.350 4.318
S2 4.224 4.224 4.339
S3 4.106 4.175 4.329
S4 3.988 4.057 4.296
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.713 4.391
R3 4.652 4.557 4.348
R2 4.496 4.496 4.334
R1 4.401 4.401 4.319 4.449
PP 4.340 4.340 4.340 4.364
S1 4.245 4.245 4.291 4.293
S2 4.184 4.184 4.276
S3 4.028 4.089 4.262
S4 3.872 3.933 4.219
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.436 4.230 0.206 4.7% 0.084 1.9% 64% False False 1,491
10 4.525 4.230 0.295 6.8% 0.107 2.5% 44% False False 1,677
20 4.525 4.230 0.295 6.8% 0.092 2.1% 44% False False 1,323
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 0.019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.894
2.618 4.701
1.618 4.583
1.000 4.510
0.618 4.465
HIGH 4.392
0.618 4.347
0.500 4.333
0.382 4.319
LOW 4.274
0.618 4.201
1.000 4.156
1.618 4.083
2.618 3.965
4.250 3.773
Fisher Pivots for day following 13-Sep-2011
Pivot 1 day 3 day
R1 4.352 4.344
PP 4.342 4.328
S1 4.333 4.311

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

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