NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 3.486 3.448 -0.038 -1.1% 3.401
High 3.522 3.472 -0.050 -1.4% 3.522
Low 3.432 3.435 0.003 0.1% 3.366
Close 3.485 3.439 -0.046 -1.3% 3.439
Range 0.090 0.037 -0.053 -58.9% 0.156
ATR 0.081 0.079 -0.002 -2.8% 0.000
Volume 3,745 2,117 -1,628 -43.5% 10,927
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.560 3.536 3.459
R3 3.523 3.499 3.449
R2 3.486 3.486 3.446
R1 3.462 3.462 3.442 3.456
PP 3.449 3.449 3.449 3.445
S1 3.425 3.425 3.436 3.419
S2 3.412 3.412 3.432
S3 3.375 3.388 3.429
S4 3.338 3.351 3.419
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.910 3.831 3.525
R3 3.754 3.675 3.482
R2 3.598 3.598 3.468
R1 3.519 3.519 3.453 3.559
PP 3.442 3.442 3.442 3.462
S1 3.363 3.363 3.425 3.403
S2 3.286 3.286 3.410
S3 3.130 3.207 3.396
S4 2.974 3.051 3.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.522 3.366 0.156 4.5% 0.068 2.0% 47% False False 2,185
10 3.560 3.366 0.194 5.6% 0.064 1.8% 38% False False 2,154
20 3.927 3.366 0.561 16.3% 0.074 2.2% 13% False False 2,523
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 3.629
2.618 3.569
1.618 3.532
1.000 3.509
0.618 3.495
HIGH 3.472
0.618 3.458
0.500 3.454
0.382 3.449
LOW 3.435
0.618 3.412
1.000 3.398
1.618 3.375
2.618 3.338
4.250 3.278
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 3.454 3.472
PP 3.449 3.461
S1 3.444 3.450

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

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