NYMEX Natural Gas Future April 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 3.280 3.230 -0.050 -1.5% 3.370
High 3.300 3.262 -0.038 -1.2% 3.402
Low 3.230 3.191 -0.039 -1.2% 3.230
Close 3.263 3.236 -0.027 -0.8% 3.263
Range 0.070 0.071 0.001 1.4% 0.172
ATR 0.099 0.097 -0.002 -2.0% 0.000
Volume 32,138 21,788 -10,350 -32.2% 173,000
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.443 3.410 3.275
R3 3.372 3.339 3.256
R2 3.301 3.301 3.249
R1 3.268 3.268 3.243 3.285
PP 3.230 3.230 3.230 3.238
S1 3.197 3.197 3.229 3.214
S2 3.159 3.159 3.223
S3 3.088 3.126 3.216
S4 3.017 3.055 3.197
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.814 3.711 3.358
R3 3.642 3.539 3.310
R2 3.470 3.470 3.295
R1 3.367 3.367 3.279 3.333
PP 3.298 3.298 3.298 3.281
S1 3.195 3.195 3.247 3.161
S2 3.126 3.126 3.231
S3 2.954 3.023 3.216
S4 2.782 2.851 3.168
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.402 3.191 0.211 6.5% 0.081 2.5% 21% False True 30,686
10 3.616 3.191 0.425 13.1% 0.086 2.7% 11% False True 33,704
20 3.765 3.191 0.574 17.7% 0.100 3.1% 8% False True 28,964
40 4.052 3.191 0.861 26.6% 0.098 3.0% 5% False True 24,740
60 4.270 3.191 1.079 33.3% 0.095 2.9% 4% False True 22,379
80 4.500 3.191 1.309 40.5% 0.094 2.9% 3% False True 19,941
100 4.538 3.191 1.347 41.6% 0.093 2.9% 3% False True 17,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.564
2.618 3.448
1.618 3.377
1.000 3.333
0.618 3.306
HIGH 3.262
0.618 3.235
0.500 3.227
0.382 3.218
LOW 3.191
0.618 3.147
1.000 3.120
1.618 3.076
2.618 3.005
4.250 2.889
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 3.233 3.255
PP 3.230 3.249
S1 3.227 3.242

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

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