NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 3.562 3.561 -0.001 0.0% 3.681
High 3.655 3.561 -0.094 -2.6% 3.681
Low 3.557 3.446 -0.111 -3.1% 3.446
Close 3.576 3.455 -0.121 -3.4% 3.455
Range 0.098 0.115 0.017 17.3% 0.235
ATR 0.095 0.097 0.003 2.7% 0.000
Volume 11,301 20,986 9,685 85.7% 59,126
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.832 3.759 3.518
R3 3.717 3.644 3.487
R2 3.602 3.602 3.476
R1 3.529 3.529 3.466 3.508
PP 3.487 3.487 3.487 3.477
S1 3.414 3.414 3.444 3.393
S2 3.372 3.372 3.434
S3 3.257 3.299 3.423
S4 3.142 3.184 3.392
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.232 4.079 3.584
R3 3.997 3.844 3.520
R2 3.762 3.762 3.498
R1 3.609 3.609 3.477 3.568
PP 3.527 3.527 3.527 3.507
S1 3.374 3.374 3.433 3.333
S2 3.292 3.292 3.412
S3 3.057 3.139 3.390
S4 2.822 2.904 3.326
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.681 3.446 0.235 6.8% 0.097 2.8% 4% False True 11,825
10 3.804 3.446 0.358 10.4% 0.099 2.9% 3% False True 9,867
20 3.804 3.446 0.358 10.4% 0.092 2.7% 3% False True 8,537
40 4.121 3.446 0.675 19.5% 0.094 2.7% 1% False True 6,964
60 4.342 3.446 0.896 25.9% 0.086 2.5% 1% False True 5,685
80 4.525 3.446 1.079 31.2% 0.089 2.6% 1% False True 4,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 4.050
2.618 3.862
1.618 3.747
1.000 3.676
0.618 3.632
HIGH 3.561
0.618 3.517
0.500 3.504
0.382 3.490
LOW 3.446
0.618 3.375
1.000 3.331
1.618 3.260
2.618 3.145
4.250 2.957
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 3.504 3.551
PP 3.487 3.519
S1 3.471 3.487

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

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