NYMEX Natural Gas Future April 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 3.636 3.530 -0.106 -2.9% 3.700
High 3.638 3.585 -0.053 -1.5% 3.765
Low 3.531 3.491 -0.040 -1.1% 3.590
Close 3.542 3.577 0.035 1.0% 3.660
Range 0.107 0.094 -0.013 -12.1% 0.175
ATR 0.105 0.104 -0.001 -0.7% 0.000
Volume 29,091 32,596 3,505 12.0% 115,150
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.833 3.799 3.629
R3 3.739 3.705 3.603
R2 3.645 3.645 3.594
R1 3.611 3.611 3.586 3.628
PP 3.551 3.551 3.551 3.560
S1 3.517 3.517 3.568 3.534
S2 3.457 3.457 3.560
S3 3.363 3.423 3.551
S4 3.269 3.329 3.525
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.197 4.103 3.756
R3 4.022 3.928 3.708
R2 3.847 3.847 3.692
R1 3.753 3.753 3.676 3.713
PP 3.672 3.672 3.672 3.651
S1 3.578 3.578 3.644 3.538
S2 3.497 3.497 3.628
S3 3.322 3.403 3.612
S4 3.147 3.228 3.564
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.740 3.491 0.249 7.0% 0.096 2.7% 35% False True 30,335
10 3.765 3.491 0.274 7.7% 0.109 3.0% 31% False True 24,759
20 3.851 3.491 0.360 10.1% 0.102 2.9% 24% False True 23,786
40 4.092 3.491 0.601 16.8% 0.100 2.8% 14% False True 21,683
60 4.414 3.491 0.923 25.8% 0.094 2.6% 9% False True 19,299
80 4.500 3.491 1.009 28.2% 0.094 2.6% 9% False True 17,100
100 4.817 3.491 1.326 37.1% 0.093 2.6% 6% False True 15,233
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.985
2.618 3.831
1.618 3.737
1.000 3.679
0.618 3.643
HIGH 3.585
0.618 3.549
0.500 3.538
0.382 3.527
LOW 3.491
0.618 3.433
1.000 3.397
1.618 3.339
2.618 3.245
4.250 3.092
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 3.564 3.602
PP 3.551 3.593
S1 3.538 3.585

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

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