NYMEX Natural Gas Future May 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 3.324 3.284 -0.040 -1.2% 3.410
High 3.343 3.306 -0.037 -1.1% 3.444
Low 3.276 3.238 -0.038 -1.2% 3.276
Close 3.308 3.282 -0.026 -0.8% 3.308
Range 0.067 0.068 0.001 1.5% 0.168
ATR 0.093 0.091 -0.002 -1.7% 0.000
Volume 9,945 5,621 -4,324 -43.5% 59,630
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.479 3.449 3.319
R3 3.411 3.381 3.301
R2 3.343 3.343 3.294
R1 3.313 3.313 3.288 3.294
PP 3.275 3.275 3.275 3.266
S1 3.245 3.245 3.276 3.226
S2 3.207 3.207 3.270
S3 3.139 3.177 3.263
S4 3.071 3.109 3.245
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.847 3.745 3.400
R3 3.679 3.577 3.354
R2 3.511 3.511 3.339
R1 3.409 3.409 3.323 3.376
PP 3.343 3.343 3.343 3.326
S1 3.241 3.241 3.293 3.208
S2 3.175 3.175 3.277
S3 3.007 3.073 3.262
S4 2.839 2.905 3.216
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.444 3.238 0.206 6.3% 0.077 2.4% 21% False True 10,134
10 3.655 3.238 0.417 12.7% 0.082 2.5% 11% False True 11,761
20 3.804 3.238 0.566 17.2% 0.091 2.8% 8% False True 9,583
40 4.080 3.238 0.842 25.7% 0.090 2.8% 5% False True 7,883
60 4.303 3.238 1.065 32.4% 0.088 2.7% 4% False True 6,516
80 4.525 3.238 1.287 39.2% 0.088 2.7% 3% False True 5,364
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 0.013
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.595
2.618 3.484
1.618 3.416
1.000 3.374
0.618 3.348
HIGH 3.306
0.618 3.280
0.500 3.272
0.382 3.264
LOW 3.238
0.618 3.196
1.000 3.170
1.618 3.128
2.618 3.060
4.250 2.949
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 3.279 3.303
PP 3.275 3.296
S1 3.272 3.289

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

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