NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 3.435 3.337 -0.098 -2.9% 3.681
High 3.435 3.367 -0.068 -2.0% 3.681
Low 3.315 3.300 -0.015 -0.5% 3.446
Close 3.325 3.311 -0.014 -0.4% 3.455
Range 0.120 0.067 -0.053 -44.2% 0.235
ATR 0.097 0.094 -0.002 -2.2% 0.000
Volume 8,658 14,637 5,979 69.1% 59,126
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.527 3.486 3.348
R3 3.460 3.419 3.329
R2 3.393 3.393 3.323
R1 3.352 3.352 3.317 3.339
PP 3.326 3.326 3.326 3.320
S1 3.285 3.285 3.305 3.272
S2 3.259 3.259 3.299
S3 3.192 3.218 3.293
S4 3.125 3.151 3.274
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 3.561 3.300 0.261 7.9% 0.083 2.5% 4% False True 14,134
10 3.735 3.300 0.435 13.1% 0.083 2.5% 3% False True 12,356
20 3.804 3.300 0.504 15.2% 0.094 2.8% 2% False True 9,449
40 4.080 3.300 0.780 23.6% 0.091 2.7% 1% False True 7,773
60 4.303 3.300 1.003 30.3% 0.088 2.6% 1% False True 6,379
80 4.525 3.300 1.225 37.0% 0.089 2.7% 1% False True 5,198
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 0.011
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.652
2.618 3.542
1.618 3.475
1.000 3.434
0.618 3.408
HIGH 3.367
0.618 3.341
0.500 3.334
0.382 3.326
LOW 3.300
0.618 3.259
1.000 3.233
1.618 3.192
2.618 3.125
4.250 3.015
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 3.334 3.372
PP 3.326 3.352
S1 3.319 3.331

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

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