NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 3.230 3.191 -0.039 -1.2% 3.458
High 3.260 3.191 -0.069 -2.1% 3.468
Low 3.155 3.095 -0.060 -1.9% 3.235
Close 3.175 3.110 -0.065 -2.0% 3.281
Range 0.105 0.096 -0.009 -8.6% 0.233
ATR 0.091 0.091 0.000 0.4% 0.000
Volume 10,401 7,642 -2,759 -26.5% 65,749
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 3.420 3.361 3.163
R3 3.324 3.265 3.136
R2 3.228 3.228 3.128
R1 3.169 3.169 3.119 3.151
PP 3.132 3.132 3.132 3.123
S1 3.073 3.073 3.101 3.055
S2 3.036 3.036 3.092
S3 2.940 2.977 3.084
S4 2.844 2.881 3.057
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 4.027 3.887 3.409
R3 3.794 3.654 3.345
R2 3.561 3.561 3.324
R1 3.421 3.421 3.302 3.375
PP 3.328 3.328 3.328 3.305
S1 3.188 3.188 3.260 3.142
S2 3.095 3.095 3.238
S3 2.862 2.955 3.217
S4 2.629 2.722 3.153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.405 3.095 0.310 10.0% 0.090 2.9% 5% False True 10,590
10 3.479 3.095 0.384 12.3% 0.098 3.1% 4% False True 11,634
20 3.479 3.095 0.384 12.3% 0.095 3.0% 4% False True 10,773
40 3.479 2.909 0.570 18.3% 0.077 2.5% 35% False False 10,014
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.599
2.618 3.442
1.618 3.346
1.000 3.287
0.618 3.250
HIGH 3.191
0.618 3.154
0.500 3.143
0.382 3.132
LOW 3.095
0.618 3.036
1.000 2.999
1.618 2.940
2.618 2.844
4.250 2.687
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 3.143 3.213
PP 3.132 3.178
S1 3.121 3.144

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

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