NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 3.309 3.200 -0.109 -3.3% 3.321
High 3.323 3.220 -0.103 -3.1% 3.398
Low 3.201 3.150 -0.051 -1.6% 3.150
Close 3.219 3.182 -0.037 -1.1% 3.182
Range 0.122 0.070 -0.052 -42.6% 0.248
ATR 0.086 0.085 -0.001 -1.3% 0.000
Volume 3,100 4,713 1,613 52.0% 13,867
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.394 3.358 3.221
R3 3.324 3.288 3.201
R2 3.254 3.254 3.195
R1 3.218 3.218 3.188 3.201
PP 3.184 3.184 3.184 3.176
S1 3.148 3.148 3.176 3.131
S2 3.114 3.114 3.169
S3 3.044 3.078 3.163
S4 2.974 3.008 3.144
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.987 3.833 3.318
R3 3.739 3.585 3.250
R2 3.491 3.491 3.227
R1 3.337 3.337 3.205 3.290
PP 3.243 3.243 3.243 3.220
S1 3.089 3.089 3.159 3.042
S2 2.995 2.995 3.137
S3 2.747 2.841 3.114
S4 2.499 2.593 3.046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.398 3.150 0.248 7.8% 0.072 2.3% 13% False True 3,768
10 3.441 3.150 0.291 9.1% 0.074 2.3% 11% False True 3,866
20 3.786 3.150 0.636 20.0% 0.080 2.5% 5% False True 4,905
40 4.021 3.150 0.871 27.4% 0.084 2.6% 4% False True 4,330
60 4.157 3.150 1.007 31.6% 0.085 2.7% 3% False True 3,486
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.518
2.618 3.403
1.618 3.333
1.000 3.290
0.618 3.263
HIGH 3.220
0.618 3.193
0.500 3.185
0.382 3.177
LOW 3.150
0.618 3.107
1.000 3.080
1.618 3.037
2.618 2.967
4.250 2.853
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 3.185 3.254
PP 3.184 3.230
S1 3.183 3.206

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

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