NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 4.210 4.303 0.093 2.2% 4.280
High 4.252 4.303 0.051 1.2% 4.342
Low 4.161 4.229 0.068 1.6% 4.174
Close 4.249 4.248 -0.001 0.0% 4.173
Range 0.091 0.074 -0.017 -18.7% 0.168
ATR 0.083 0.082 -0.001 -0.7% 0.000
Volume 1,975 1,755 -220 -11.1% 12,409
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.482 4.439 4.289
R3 4.408 4.365 4.268
R2 4.334 4.334 4.262
R1 4.291 4.291 4.255 4.276
PP 4.260 4.260 4.260 4.252
S1 4.217 4.217 4.241 4.202
S2 4.186 4.186 4.234
S3 4.112 4.143 4.228
S4 4.038 4.069 4.207
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 4.303 4.161 0.142 3.3% 0.064 1.5% 61% True False 2,748
10 4.440 4.161 0.279 6.6% 0.073 1.7% 31% False False 2,353
20 4.525 4.161 0.364 8.6% 0.090 2.1% 24% False False 2,015
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 True
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.618
2.618 4.497
1.618 4.423
1.000 4.377
0.618 4.349
HIGH 4.303
0.618 4.275
0.500 4.266
0.382 4.257
LOW 4.229
0.618 4.183
1.000 4.155
1.618 4.109
2.618 4.035
4.250 3.915
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.266 4.243
PP 4.260 4.237
S1 4.254 4.232

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

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