NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 4.343 4.407 0.064 1.5% 4.292
High 4.440 4.430 -0.010 -0.2% 4.436
Low 4.337 4.300 -0.037 -0.9% 4.280
Close 4.409 4.319 -0.090 -2.0% 4.305
Range 0.103 0.130 0.027 26.2% 0.156
ATR 0.095 0.097 0.003 2.6% 0.000
Volume 2,210 2,225 15 0.7% 7,448
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.740 4.659 4.391
R3 4.610 4.529 4.355
R2 4.480 4.480 4.343
R1 4.399 4.399 4.331 4.375
PP 4.350 4.350 4.350 4.337
S1 4.269 4.269 4.307 4.245
S2 4.220 4.220 4.295
S3 4.090 4.139 4.283
S4 3.960 4.009 4.248
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 4.9% 0.100 2.3% 42% False False 1,535
10 4.525 4.230 0.295 6.8% 0.102 2.4% 30% False False 1,752
20 4.525 4.230 0.295 6.8% 0.098 2.3% 30% False False 1,445
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 8 trading days
Fibonacci Retracements and Extensions
4.250 4.983
2.618 4.770
1.618 4.640
1.000 4.560
0.618 4.510
HIGH 4.430
0.618 4.380
0.500 4.365
0.382 4.350
LOW 4.300
0.618 4.220
1.000 4.170
1.618 4.090
2.618 3.960
4.250 3.748
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 4.365 4.357
PP 4.350 4.344
S1 4.334 4.332

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

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