NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 4.407 4.318 -0.089 -2.0% 4.275
High 4.430 4.339 -0.091 -2.1% 4.440
Low 4.300 4.286 -0.014 -0.3% 4.230
Close 4.319 4.289 -0.030 -0.7% 4.289
Range 0.130 0.053 -0.077 -59.2% 0.210
ATR 0.097 0.094 -0.003 -3.3% 0.000
Volume 2,225 2,959 734 33.0% 9,338
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.464 4.429 4.318
R3 4.411 4.376 4.304
R2 4.358 4.358 4.299
R1 4.323 4.323 4.294 4.314
PP 4.305 4.305 4.305 4.300
S1 4.270 4.270 4.284 4.261
S2 4.252 4.252 4.279
S3 4.199 4.217 4.274
S4 4.146 4.164 4.260
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.950 4.829 4.405
R3 4.740 4.619 4.347
R2 4.530 4.530 4.328
R1 4.409 4.409 4.308 4.470
PP 4.320 4.320 4.320 4.350
S1 4.199 4.199 4.270 4.260
S2 4.110 4.110 4.251
S3 3.900 3.989 4.231
S4 3.690 3.779 4.174
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% 0.097 2.3% 28% False False 1,867
10 4.456 4.230 0.226 5.3% 0.095 2.2% 26% False False 1,857
20 4.525 4.230 0.295 6.9% 0.095 2.2% 20% False False 1,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.564
2.618 4.478
1.618 4.425
1.000 4.392
0.618 4.372
HIGH 4.339
0.618 4.319
0.500 4.313
0.382 4.306
LOW 4.286
0.618 4.253
1.000 4.233
1.618 4.200
2.618 4.147
4.250 4.061
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 4.313 4.363
PP 4.305 4.338
S1 4.297 4.314

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

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