NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 14-Sep-2011
Day Change Summary
Previous Current
13-Sep-2011 14-Sep-2011 Change Change % Previous Week
Open 4.280 4.343 0.063 1.5% 4.292
High 4.392 4.440 0.048 1.1% 4.436
Low 4.274 4.337 0.063 1.5% 4.280
Close 4.361 4.409 0.048 1.1% 4.305
Range 0.118 0.103 -0.015 -12.7% 0.156
ATR 0.094 0.095 0.001 0.7% 0.000
Volume 766 2,210 1,444 188.5% 7,448
Daily Pivots for day following 14-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.704 4.660 4.466
R3 4.601 4.557 4.437
R2 4.498 4.498 4.428
R1 4.454 4.454 4.418 4.476
PP 4.395 4.395 4.395 4.407
S1 4.351 4.351 4.400 4.373
S2 4.292 4.292 4.390
S3 4.189 4.248 4.381
S4 4.086 4.145 4.352
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 4.440 4.230 0.210 4.8% 0.084 1.9% 85% True False 1,461
10 4.525 4.230 0.295 6.7% 0.107 2.4% 61% False False 1,647
20 4.525 4.230 0.295 6.7% 0.094 2.1% 61% False False 1,384
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.878
2.618 4.710
1.618 4.607
1.000 4.543
0.618 4.504
HIGH 4.440
0.618 4.401
0.500 4.389
0.382 4.376
LOW 4.337
0.618 4.273
1.000 4.234
1.618 4.170
2.618 4.067
4.250 3.899
Fisher Pivots for day following 14-Sep-2011
Pivot 1 day 3 day
R1 4.402 4.384
PP 4.395 4.360
S1 4.389 4.335

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

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