NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 3.790 3.657 -0.133 -3.5% 3.872
High 3.790 3.720 -0.070 -1.8% 3.901
Low 3.678 3.639 -0.039 -1.1% 3.732
Close 3.685 3.713 0.028 0.8% 3.796
Range 0.112 0.081 -0.031 -27.7% 0.169
ATR 0.091 0.090 -0.001 -0.8% 0.000
Volume 2,624 6,101 3,477 132.5% 15,787
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.934 3.904 3.758
R3 3.853 3.823 3.735
R2 3.772 3.772 3.728
R1 3.742 3.742 3.720 3.757
PP 3.691 3.691 3.691 3.698
S1 3.661 3.661 3.706 3.676
S2 3.610 3.610 3.698
S3 3.529 3.580 3.691
S4 3.448 3.499 3.668
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.317 4.225 3.889
R3 4.148 4.056 3.842
R2 3.979 3.979 3.827
R1 3.887 3.887 3.811 3.849
PP 3.810 3.810 3.810 3.790
S1 3.718 3.718 3.781 3.680
S2 3.641 3.641 3.765
S3 3.472 3.549 3.750
S4 3.303 3.380 3.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.868 3.639 0.229 6.2% 0.085 2.3% 32% False True 4,287
10 3.901 3.639 0.262 7.1% 0.090 2.4% 28% False True 3,196
20 3.969 3.637 0.332 8.9% 0.084 2.3% 23% False False 3,005
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 True
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.064
2.618 3.932
1.618 3.851
1.000 3.801
0.618 3.770
HIGH 3.720
0.618 3.689
0.500 3.680
0.382 3.670
LOW 3.639
0.618 3.589
1.000 3.558
1.618 3.508
2.618 3.427
4.250 3.295
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 3.702 3.735
PP 3.691 3.727
S1 3.680 3.720

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

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