NYMEX Natural Gas Future June 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 4.200 4.328 0.128 3.0% 4.338
High 4.295 4.344 0.049 1.1% 4.384
Low 4.196 4.271 0.075 1.8% 4.215
Close 4.290 4.289 -0.001 0.0% 4.215
Range 0.099 0.073 -0.026 -26.3% 0.169
ATR
Volume 1,421 1,189 -232 -16.3% 7,072
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.520 4.478 4.329
R3 4.447 4.405 4.309
R2 4.374 4.374 4.302
R1 4.332 4.332 4.296 4.317
PP 4.301 4.301 4.301 4.294
S1 4.259 4.259 4.282 4.244
S2 4.228 4.228 4.276
S3 4.155 4.186 4.269
S4 4.082 4.113 4.249
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 4.344 4.196 0.148 3.5% 0.065 1.5% 63% True False 1,698
10 4.478 4.196 0.282 6.6% 0.071 1.7% 33% False False 1,292
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 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.654
2.618 4.535
1.618 4.462
1.000 4.417
0.618 4.389
HIGH 4.344
0.618 4.316
0.500 4.308
0.382 4.299
LOW 4.271
0.618 4.226
1.000 4.198
1.618 4.153
2.618 4.080
4.250 3.961
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 4.308 4.283
PP 4.301 4.276
S1 4.295 4.270

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

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