NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 3.430 3.380 -0.050 -1.5% 3.319
High 3.441 3.385 -0.056 -1.6% 3.441
Low 3.344 3.346 0.002 0.1% 3.284
Close 3.400 3.351 -0.049 -1.4% 3.351
Range 0.097 0.039 -0.058 -59.8% 0.157
ATR 0.088 0.086 -0.002 -2.8% 0.000
Volume 4,416 4,977 561 12.7% 20,056
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.478 3.453 3.372
R3 3.439 3.414 3.362
R2 3.400 3.400 3.358
R1 3.375 3.375 3.355 3.368
PP 3.361 3.361 3.361 3.357
S1 3.336 3.336 3.347 3.329
S2 3.322 3.322 3.344
S3 3.283 3.297 3.340
S4 3.244 3.258 3.330
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.830 3.747 3.437
R3 3.673 3.590 3.394
R2 3.516 3.516 3.380
R1 3.433 3.433 3.365 3.475
PP 3.359 3.359 3.359 3.379
S1 3.276 3.276 3.337 3.318
S2 3.202 3.202 3.322
S3 3.045 3.119 3.308
S4 2.888 2.962 3.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.441 3.284 0.157 4.7% 0.071 2.1% 43% False False 4,011
10 3.485 3.284 0.201 6.0% 0.073 2.2% 33% False False 5,070
20 3.851 3.284 0.567 16.9% 0.084 2.5% 12% False False 4,877
40 4.118 3.284 0.834 24.9% 0.086 2.6% 8% False False 4,266
60 4.236 3.284 0.952 28.4% 0.084 2.5% 7% False False 3,378
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 64 trading days
Fibonacci Retracements and Extensions
4.250 3.551
2.618 3.487
1.618 3.448
1.000 3.424
0.618 3.409
HIGH 3.385
0.618 3.370
0.500 3.366
0.382 3.361
LOW 3.346
0.618 3.322
1.000 3.307
1.618 3.283
2.618 3.244
4.250 3.180
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 3.366 3.391
PP 3.361 3.377
S1 3.356 3.364

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

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