NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 4.220 4.182 -0.038 -0.9% 4.280
High 4.264 4.211 -0.053 -1.2% 4.342
Low 4.193 4.174 -0.019 -0.5% 4.174
Close 4.199 4.173 -0.026 -0.6% 4.173
Range 0.071 0.037 -0.034 -47.9% 0.168
ATR 0.085 0.082 -0.003 -4.1% 0.000
Volume 2,112 5,235 3,123 147.9% 12,409
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.297 4.272 4.193
R3 4.260 4.235 4.183
R2 4.223 4.223 4.180
R1 4.198 4.198 4.176 4.192
PP 4.186 4.186 4.186 4.183
S1 4.161 4.161 4.170 4.155
S2 4.149 4.149 4.166
S3 4.112 4.124 4.163
S4 4.075 4.087 4.153
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.734 4.621 4.265
R3 4.566 4.453 4.219
R2 4.398 4.398 4.204
R1 4.285 4.285 4.188 4.258
PP 4.230 4.230 4.230 4.216
S1 4.117 4.117 4.158 4.090
S2 4.062 4.062 4.142
S3 3.894 3.949 4.127
S4 3.726 3.781 4.081
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.342 4.174 0.168 4.0% 0.055 1.3% -1% False True 2,481
10 4.440 4.174 0.266 6.4% 0.076 1.8% 0% False True 2,174
20 4.525 4.174 0.351 8.4% 0.089 2.1% 0% False True 1,906
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 4.368
2.618 4.308
1.618 4.271
1.000 4.248
0.618 4.234
HIGH 4.211
0.618 4.197
0.500 4.193
0.382 4.188
LOW 4.174
0.618 4.151
1.000 4.137
1.618 4.114
2.618 4.077
4.250 4.017
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 4.193 4.235
PP 4.186 4.214
S1 4.180 4.194

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

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