NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 3.764 3.717 -0.047 -1.2% 3.615
High 3.765 3.812 0.047 1.2% 3.810
Low 3.695 3.700 0.005 0.1% 3.603
Close 3.702 3.786 0.084 2.3% 3.808
Range 0.070 0.112 0.042 60.0% 0.207
ATR 0.092 0.093 0.001 1.6% 0.000
Volume 5,167 3,899 -1,268 -24.5% 20,259
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.102 4.056 3.848
R3 3.990 3.944 3.817
R2 3.878 3.878 3.807
R1 3.832 3.832 3.796 3.855
PP 3.766 3.766 3.766 3.778
S1 3.720 3.720 3.776 3.743
S2 3.654 3.654 3.765
S3 3.542 3.608 3.755
S4 3.430 3.496 3.724
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 4.361 4.292 3.922
R3 4.154 4.085 3.865
R2 3.947 3.947 3.846
R1 3.878 3.878 3.827 3.913
PP 3.740 3.740 3.740 3.758
S1 3.671 3.671 3.789 3.706
S2 3.533 3.533 3.770
S3 3.326 3.464 3.751
S4 3.119 3.257 3.694
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.851 3.680 0.171 4.5% 0.101 2.7% 62% False False 3,410
10 3.851 3.585 0.266 7.0% 0.100 2.6% 76% False False 4,156
20 4.021 3.585 0.436 11.5% 0.088 2.3% 46% False False 3,755
40 4.157 3.585 0.572 15.1% 0.088 2.3% 35% False False 2,777
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.288
2.618 4.105
1.618 3.993
1.000 3.924
0.618 3.881
HIGH 3.812
0.618 3.769
0.500 3.756
0.382 3.743
LOW 3.700
0.618 3.631
1.000 3.588
1.618 3.519
2.618 3.407
4.250 3.224
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 3.776 3.775
PP 3.766 3.764
S1 3.756 3.754

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

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