NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 2.740 2.747 0.007 0.3% 3.220
High 2.783 2.747 -0.036 -1.3% 3.253
Low 2.707 2.600 -0.107 -4.0% 2.885
Close 2.740 2.619 -0.121 -4.4% 2.925
Range 0.076 0.147 0.071 93.4% 0.368
ATR 0.105 0.108 0.003 2.8% 0.000
Volume 23,788 18,255 -5,533 -23.3% 75,866
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.096 3.005 2.700
R3 2.949 2.858 2.659
R2 2.802 2.802 2.646
R1 2.711 2.711 2.632 2.683
PP 2.655 2.655 2.655 2.642
S1 2.564 2.564 2.606 2.536
S2 2.508 2.508 2.592
S3 2.361 2.417 2.579
S4 2.214 2.270 2.538
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 4.125 3.893 3.127
R3 3.757 3.525 3.026
R2 3.389 3.389 2.992
R1 3.157 3.157 2.959 3.089
PP 3.021 3.021 3.021 2.987
S1 2.789 2.789 2.891 2.721
S2 2.653 2.653 2.858
S3 2.285 2.421 2.824
S4 1.917 2.053 2.723
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.005 2.600 0.405 15.5% 0.108 4.1% 5% False True 19,505
10 3.309 2.600 0.709 27.1% 0.113 4.3% 3% False True 15,375
20 3.441 2.600 0.841 32.1% 0.099 3.8% 2% False True 9,690
40 3.851 2.600 1.251 47.8% 0.094 3.6% 2% False True 7,368
60 4.118 2.600 1.518 58.0% 0.091 3.5% 1% False True 5,854
80 4.344 2.600 1.744 66.6% 0.089 3.4% 1% False True 4,799
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.372
2.618 3.132
1.618 2.985
1.000 2.894
0.618 2.838
HIGH 2.747
0.618 2.691
0.500 2.674
0.382 2.656
LOW 2.600
0.618 2.509
1.000 2.453
1.618 2.362
2.618 2.215
4.250 1.975
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 2.674 2.725
PP 2.655 2.690
S1 2.637 2.654

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

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