NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 3.284 3.308 0.024 0.7% 3.410
High 3.306 3.339 0.033 1.0% 3.444
Low 3.238 3.274 0.036 1.1% 3.276
Close 3.282 3.319 0.037 1.1% 3.308
Range 0.068 0.065 -0.003 -4.4% 0.168
ATR 0.091 0.089 -0.002 -2.0% 0.000
Volume 5,621 10,708 5,087 90.5% 59,630
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.506 3.477 3.355
R3 3.441 3.412 3.337
R2 3.376 3.376 3.331
R1 3.347 3.347 3.325 3.362
PP 3.311 3.311 3.311 3.318
S1 3.282 3.282 3.313 3.297
S2 3.246 3.246 3.307
S3 3.181 3.217 3.301
S4 3.116 3.152 3.283
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 3.435 3.238 0.197 5.9% 0.077 2.3% 41% False False 9,913
10 3.655 3.238 0.417 12.6% 0.080 2.4% 19% False False 11,860
20 3.804 3.238 0.566 17.1% 0.087 2.6% 14% False False 9,720
40 4.080 3.238 0.842 25.4% 0.090 2.7% 10% False False 8,079
60 4.303 3.238 1.065 32.1% 0.088 2.6% 8% False False 6,662
80 4.525 3.238 1.287 38.8% 0.088 2.7% 6% False False 5,487
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.615
2.618 3.509
1.618 3.444
1.000 3.404
0.618 3.379
HIGH 3.339
0.618 3.314
0.500 3.307
0.382 3.299
LOW 3.274
0.618 3.234
1.000 3.209
1.618 3.169
2.618 3.104
4.250 2.998
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 3.315 3.310
PP 3.311 3.300
S1 3.307 3.291

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

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