NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 22-Sep-2011
Day Change Summary
Previous Current
21-Sep-2011 22-Sep-2011 Change Change % Previous Week
Open 4.261 4.220 -0.041 -1.0% 4.275
High 4.295 4.264 -0.031 -0.7% 4.440
Low 4.249 4.193 -0.056 -1.3% 4.230
Close 4.262 4.199 -0.063 -1.5% 4.289
Range 0.046 0.071 0.025 54.3% 0.210
ATR 0.087 0.085 -0.001 -1.3% 0.000
Volume 2,666 2,112 -554 -20.8% 9,338
Daily Pivots for day following 22-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.432 4.386 4.238
R3 4.361 4.315 4.219
R2 4.290 4.290 4.212
R1 4.244 4.244 4.206 4.232
PP 4.219 4.219 4.219 4.212
S1 4.173 4.173 4.192 4.161
S2 4.148 4.148 4.186
S3 4.077 4.102 4.179
S4 4.006 4.031 4.160
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 4.342 4.193 0.149 3.5% 0.058 1.4% 4% False True 2,026
10 4.440 4.193 0.247 5.9% 0.079 1.9% 2% False True 1,781
20 4.525 4.193 0.332 7.9% 0.092 2.2% 2% False True 1,689
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 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.566
2.618 4.450
1.618 4.379
1.000 4.335
0.618 4.308
HIGH 4.264
0.618 4.237
0.500 4.229
0.382 4.220
LOW 4.193
0.618 4.149
1.000 4.122
1.618 4.078
2.618 4.007
4.250 3.891
Fisher Pivots for day following 22-Sep-2011
Pivot 1 day 3 day
R1 4.229 4.268
PP 4.219 4.245
S1 4.209 4.222

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

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