NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 3.628 3.562 -0.066 -1.8% 3.774
High 3.628 3.655 0.027 0.7% 3.804
Low 3.547 3.557 0.010 0.3% 3.635
Close 3.560 3.576 0.016 0.4% 3.699
Range 0.081 0.098 0.017 21.0% 0.169
ATR 0.094 0.095 0.000 0.3% 0.000
Volume 10,355 11,301 946 9.1% 39,544
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.890 3.831 3.630
R3 3.792 3.733 3.603
R2 3.694 3.694 3.594
R1 3.635 3.635 3.585 3.665
PP 3.596 3.596 3.596 3.611
S1 3.537 3.537 3.567 3.567
S2 3.498 3.498 3.558
S3 3.400 3.439 3.549
S4 3.302 3.341 3.522
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.220 4.128 3.792
R3 4.051 3.959 3.745
R2 3.882 3.882 3.730
R1 3.790 3.790 3.714 3.752
PP 3.713 3.713 3.713 3.693
S1 3.621 3.621 3.684 3.583
S2 3.544 3.544 3.668
S3 3.375 3.452 3.653
S4 3.206 3.283 3.606
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.735 3.538 0.197 5.5% 0.084 2.3% 19% False False 10,579
10 3.804 3.538 0.266 7.4% 0.092 2.6% 14% False False 8,482
20 3.821 3.525 0.296 8.3% 0.090 2.5% 17% False False 7,897
40 4.121 3.525 0.596 16.7% 0.093 2.6% 9% False False 6,520
60 4.430 3.525 0.905 25.3% 0.087 2.4% 6% False False 5,372
80 4.525 3.525 1.000 28.0% 0.089 2.5% 5% False False 4,375
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.072
2.618 3.912
1.618 3.814
1.000 3.753
0.618 3.716
HIGH 3.655
0.618 3.618
0.500 3.606
0.382 3.594
LOW 3.557
0.618 3.496
1.000 3.459
1.618 3.398
2.618 3.300
4.250 3.141
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 3.606 3.597
PP 3.596 3.590
S1 3.586 3.583

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

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