NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 3.466 3.376 -0.090 -2.6% 3.734
High 3.466 3.414 -0.052 -1.5% 3.734
Low 3.359 3.330 -0.029 -0.9% 3.490
Close 3.370 3.356 -0.014 -0.4% 3.497
Range 0.107 0.084 -0.023 -21.5% 0.244
ATR 0.093 0.092 -0.001 -0.7% 0.000
Volume 4,015 8,346 4,331 107.9% 26,125
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.619 3.571 3.402
R3 3.535 3.487 3.379
R2 3.451 3.451 3.371
R1 3.403 3.403 3.364 3.385
PP 3.367 3.367 3.367 3.358
S1 3.319 3.319 3.348 3.301
S2 3.283 3.283 3.341
S3 3.199 3.235 3.333
S4 3.115 3.151 3.310
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.306 4.145 3.631
R3 4.062 3.901 3.564
R2 3.818 3.818 3.542
R1 3.657 3.657 3.519 3.616
PP 3.574 3.574 3.574 3.553
S1 3.413 3.413 3.475 3.372
S2 3.330 3.330 3.452
S3 3.086 3.169 3.430
S4 2.842 2.925 3.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.606 3.330 0.276 8.2% 0.085 2.5% 9% False True 6,670
10 3.786 3.330 0.456 13.6% 0.085 2.5% 6% False True 5,944
20 3.851 3.330 0.521 15.5% 0.092 2.7% 5% False True 5,050
40 4.118 3.330 0.788 23.5% 0.087 2.6% 3% False True 3,834
60 4.344 3.330 1.014 30.2% 0.085 2.5% 3% False True 3,117
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 False
Stretch 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.771
2.618 3.634
1.618 3.550
1.000 3.498
0.618 3.466
HIGH 3.414
0.618 3.382
0.500 3.372
0.382 3.362
LOW 3.330
0.618 3.278
1.000 3.246
1.618 3.194
2.618 3.110
4.250 2.973
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 3.372 3.408
PP 3.367 3.390
S1 3.361 3.373

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

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