NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 4.278 4.212 -0.066 -1.5% 4.338
High 4.285 4.274 -0.011 -0.3% 4.384
Low 4.223 4.167 -0.056 -1.3% 4.215
Close 4.233 4.206 -0.027 -0.6% 4.215
Range 0.062 0.107 0.045 72.6% 0.169
ATR 0.076 0.078 0.002 3.0% 0.000
Volume 981 720 -261 -26.6% 7,072
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 4.537 4.478 4.265
R3 4.430 4.371 4.235
R2 4.323 4.323 4.226
R1 4.264 4.264 4.216 4.240
PP 4.216 4.216 4.216 4.204
S1 4.157 4.157 4.196 4.133
S2 4.109 4.109 4.186
S3 4.002 4.050 4.177
S4 3.895 3.943 4.147
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 4.167 0.177 4.2% 0.074 1.8% 22% False True 1,413
10 4.384 4.167 0.217 5.2% 0.067 1.6% 18% False True 1,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.014
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.729
2.618 4.554
1.618 4.447
1.000 4.381
0.618 4.340
HIGH 4.274
0.618 4.233
0.500 4.221
0.382 4.208
LOW 4.167
0.618 4.101
1.000 4.060
1.618 3.994
2.618 3.887
4.250 3.712
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 4.221 4.256
PP 4.216 4.239
S1 4.211 4.223

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

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