NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 3.717 3.786 0.069 1.9% 3.820
High 3.812 3.786 -0.026 -0.7% 3.851
Low 3.700 3.730 0.030 0.8% 3.680
Close 3.786 3.742 -0.044 -1.2% 3.742
Range 0.112 0.056 -0.056 -50.0% 0.171
ATR 0.093 0.090 -0.003 -2.8% 0.000
Volume 3,899 7,405 3,506 89.9% 20,720
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.921 3.887 3.773
R3 3.865 3.831 3.757
R2 3.809 3.809 3.752
R1 3.775 3.775 3.747 3.764
PP 3.753 3.753 3.753 3.747
S1 3.719 3.719 3.737 3.708
S2 3.697 3.697 3.732
S3 3.641 3.663 3.727
S4 3.585 3.607 3.711
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.271 4.177 3.836
R3 4.100 4.006 3.789
R2 3.929 3.929 3.773
R1 3.835 3.835 3.758 3.797
PP 3.758 3.758 3.758 3.738
S1 3.664 3.664 3.726 3.626
S2 3.587 3.587 3.711
S3 3.416 3.493 3.695
S4 3.245 3.322 3.648
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 4.6% 0.093 2.5% 36% False False 4,144
10 3.851 3.600 0.251 6.7% 0.093 2.5% 57% False False 4,490
20 3.991 3.585 0.406 10.8% 0.087 2.3% 39% False False 3,998
40 4.157 3.585 0.572 15.3% 0.087 2.3% 27% False False 2,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.024
2.618 3.933
1.618 3.877
1.000 3.842
0.618 3.821
HIGH 3.786
0.618 3.765
0.500 3.758
0.382 3.751
LOW 3.730
0.618 3.695
1.000 3.674
1.618 3.639
2.618 3.583
4.250 3.492
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 3.758 3.754
PP 3.753 3.750
S1 3.747 3.746

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

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