NYMEX Natural Gas Future May 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 3.298 3.285 -0.013 -0.4% 3.284
High 3.352 3.312 -0.040 -1.2% 3.391
Low 3.275 3.253 -0.022 -0.7% 3.238
Close 3.296 3.258 -0.038 -1.2% 3.302
Range 0.077 0.059 -0.018 -23.4% 0.153
ATR 0.087 0.085 -0.002 -2.3% 0.000
Volume 4,634 3,572 -1,062 -22.9% 41,883
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.451 3.414 3.290
R3 3.392 3.355 3.274
R2 3.333 3.333 3.269
R1 3.296 3.296 3.263 3.285
PP 3.274 3.274 3.274 3.269
S1 3.237 3.237 3.253 3.226
S2 3.215 3.215 3.247
S3 3.156 3.178 3.242
S4 3.097 3.119 3.226
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.769 3.689 3.386
R3 3.616 3.536 3.344
R2 3.463 3.463 3.330
R1 3.383 3.383 3.316 3.423
PP 3.310 3.310 3.310 3.331
S1 3.230 3.230 3.288 3.270
S2 3.157 3.157 3.274
S3 3.004 3.077 3.260
S4 2.851 2.924 3.218
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.391 3.253 0.138 4.2% 0.076 2.3% 4% False True 6,752
10 3.435 3.238 0.197 6.0% 0.077 2.3% 10% False False 8,332
20 3.777 3.238 0.539 16.5% 0.080 2.5% 4% False False 10,027
40 4.070 3.238 0.832 25.5% 0.086 2.6% 2% False False 8,348
60 4.144 3.238 0.906 27.8% 0.087 2.7% 2% False False 6,968
80 4.440 3.238 1.202 36.9% 0.085 2.6% 2% False False 5,808
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 True
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.563
2.618 3.466
1.618 3.407
1.000 3.371
0.618 3.348
HIGH 3.312
0.618 3.289
0.500 3.283
0.382 3.276
LOW 3.253
0.618 3.217
1.000 3.194
1.618 3.158
2.618 3.099
4.250 3.002
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 3.283 3.303
PP 3.274 3.288
S1 3.266 3.273

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

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