NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 4.240 4.200 -0.040 -0.9% 4.338
High 4.245 4.295 0.050 1.2% 4.384
Low 4.215 4.196 -0.019 -0.5% 4.215
Close 4.215 4.290 0.075 1.8% 4.215
Range 0.030 0.099 0.069 230.0% 0.169
ATR
Volume 2,754 1,421 -1,333 -48.4% 7,072
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.557 4.523 4.344
R3 4.458 4.424 4.317
R2 4.359 4.359 4.308
R1 4.325 4.325 4.299 4.342
PP 4.260 4.260 4.260 4.269
S1 4.226 4.226 4.281 4.243
S2 4.161 4.161 4.272
S3 4.062 4.127 4.263
S4 3.963 4.028 4.236
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.778 4.666 4.308
R3 4.609 4.497 4.261
R2 4.440 4.440 4.246
R1 4.328 4.328 4.230 4.300
PP 4.271 4.271 4.271 4.257
S1 4.159 4.159 4.200 4.131
S2 4.102 4.102 4.184
S3 3.933 3.990 4.169
S4 3.764 3.821 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.384 4.196 0.188 4.4% 0.065 1.5% 50% False True 1,559
10 4.478 4.196 0.282 6.6% 0.076 1.8% 33% False True 1,208
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.716
2.618 4.554
1.618 4.455
1.000 4.394
0.618 4.356
HIGH 4.295
0.618 4.257
0.500 4.246
0.382 4.234
LOW 4.196
0.618 4.135
1.000 4.097
1.618 4.036
2.618 3.937
4.250 3.775
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 4.275 4.277
PP 4.260 4.264
S1 4.246 4.251

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

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