NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 3.675 3.607 -0.068 -1.9% 3.820
High 3.675 3.686 0.011 0.3% 3.851
Low 3.588 3.601 0.013 0.4% 3.680
Close 3.602 3.617 0.015 0.4% 3.742
Range 0.087 0.085 -0.002 -2.3% 0.171
ATR 0.091 0.091 0.000 -0.5% 0.000
Volume 5,916 3,919 -1,997 -33.8% 20,720
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.890 3.838 3.664
R3 3.805 3.753 3.640
R2 3.720 3.720 3.633
R1 3.668 3.668 3.625 3.694
PP 3.635 3.635 3.635 3.648
S1 3.583 3.583 3.609 3.609
S2 3.550 3.550 3.601
S3 3.465 3.498 3.594
S4 3.380 3.413 3.570
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 3.786 3.584 0.202 5.6% 0.084 2.3% 16% False False 5,218
10 3.851 3.584 0.267 7.4% 0.093 2.6% 12% False False 4,314
20 3.859 3.584 0.275 7.6% 0.087 2.4% 12% False False 4,355
40 4.157 3.584 0.573 15.8% 0.089 2.5% 6% False False 3,233
60 4.472 3.584 0.888 24.6% 0.083 2.3% 4% False False 2,633
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.047
2.618 3.909
1.618 3.824
1.000 3.771
0.618 3.739
HIGH 3.686
0.618 3.654
0.500 3.644
0.382 3.633
LOW 3.601
0.618 3.548
1.000 3.516
1.618 3.463
2.618 3.378
4.250 3.240
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 3.644 3.635
PP 3.635 3.629
S1 3.626 3.623

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

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