NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 3.607 3.606 -0.001 0.0% 3.734
High 3.686 3.606 -0.080 -2.2% 3.734
Low 3.601 3.490 -0.111 -3.1% 3.490
Close 3.617 3.497 -0.120 -3.3% 3.497
Range 0.085 0.116 0.031 36.5% 0.244
ATR 0.091 0.094 0.003 2.8% 0.000
Volume 3,919 7,440 3,521 89.8% 26,125
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.879 3.804 3.561
R3 3.763 3.688 3.529
R2 3.647 3.647 3.518
R1 3.572 3.572 3.508 3.552
PP 3.531 3.531 3.531 3.521
S1 3.456 3.456 3.486 3.436
S2 3.415 3.415 3.476
S3 3.299 3.340 3.465
S4 3.183 3.224 3.433
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.306 4.145 3.631
R3 4.062 3.901 3.564
R2 3.818 3.818 3.542
R1 3.657 3.657 3.519 3.616
PP 3.574 3.574 3.574 3.553
S1 3.413 3.413 3.475 3.372
S2 3.330 3.330 3.452
S3 3.086 3.169 3.430
S4 2.842 2.925 3.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.734 3.490 0.244 7.0% 0.096 2.8% 3% False True 5,225
10 3.851 3.490 0.361 10.3% 0.095 2.7% 2% False True 4,684
20 3.851 3.490 0.361 10.3% 0.089 2.6% 2% False True 4,479
40 4.157 3.490 0.667 19.1% 0.090 2.6% 1% False True 3,393
60 4.384 3.490 0.894 25.6% 0.083 2.4% 1% False True 2,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.009
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.099
2.618 3.910
1.618 3.794
1.000 3.722
0.618 3.678
HIGH 3.606
0.618 3.562
0.500 3.548
0.382 3.534
LOW 3.490
0.618 3.418
1.000 3.374
1.618 3.302
2.618 3.186
4.250 2.997
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 3.548 3.588
PP 3.531 3.558
S1 3.514 3.527

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

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