NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 3.349 3.319 -0.030 -0.9% 3.467
High 3.385 3.347 -0.038 -1.1% 3.485
Low 3.321 3.284 -0.037 -1.1% 3.321
Close 3.353 3.326 -0.027 -0.8% 3.353
Range 0.064 0.063 -0.001 -1.6% 0.164
ATR 0.090 0.089 -0.002 -1.7% 0.000
Volume 4,737 3,167 -1,570 -33.1% 30,647
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.508 3.480 3.361
R3 3.445 3.417 3.343
R2 3.382 3.382 3.338
R1 3.354 3.354 3.332 3.368
PP 3.319 3.319 3.319 3.326
S1 3.291 3.291 3.320 3.305
S2 3.256 3.256 3.314
S3 3.193 3.228 3.309
S4 3.130 3.165 3.291
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.878 3.780 3.443
R3 3.714 3.616 3.398
R2 3.550 3.550 3.383
R1 3.452 3.452 3.368 3.419
PP 3.386 3.386 3.386 3.370
S1 3.288 3.288 3.338 3.255
S2 3.222 3.222 3.323
S3 3.058 3.124 3.308
S4 2.894 2.960 3.263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.485 3.284 0.201 6.0% 0.076 2.3% 21% False True 5,187
10 3.686 3.284 0.402 12.1% 0.081 2.4% 10% False True 5,687
20 3.851 3.284 0.567 17.0% 0.089 2.7% 7% False True 5,045
40 4.118 3.284 0.834 25.1% 0.087 2.6% 5% False True 3,936
60 4.344 3.284 1.060 31.9% 0.085 2.6% 4% False True 3,169
Crabel Price Patterns
NR True
NR4 True
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 False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.615
2.618 3.512
1.618 3.449
1.000 3.410
0.618 3.386
HIGH 3.347
0.618 3.323
0.500 3.316
0.382 3.308
LOW 3.284
0.618 3.245
1.000 3.221
1.618 3.182
2.618 3.119
4.250 3.016
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 3.323 3.349
PP 3.319 3.341
S1 3.316 3.334

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

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