NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 2.630 2.929 0.299 11.4% 2.850
High 2.979 3.027 0.048 1.6% 2.850
Low 2.605 2.886 0.281 10.8% 2.590
Close 2.884 2.920 0.036 1.2% 2.679
Range 0.374 0.141 -0.233 -62.3% 0.260
ATR 0.128 0.129 0.001 0.9% 0.000
Volume 20,216 39,064 18,848 93.2% 78,141
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.367 3.285 2.998
R3 3.226 3.144 2.959
R2 3.085 3.085 2.946
R1 3.003 3.003 2.933 2.974
PP 2.944 2.944 2.944 2.930
S1 2.862 2.862 2.907 2.833
S2 2.803 2.803 2.894
S3 2.662 2.721 2.881
S4 2.521 2.580 2.842
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.486 3.343 2.822
R3 3.226 3.083 2.751
R2 2.966 2.966 2.727
R1 2.823 2.823 2.703 2.765
PP 2.706 2.706 2.706 2.677
S1 2.563 2.563 2.655 2.505
S2 2.446 2.446 2.631
S3 2.186 2.303 2.608
S4 1.926 2.043 2.536
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.027 2.590 0.437 15.0% 0.171 5.8% 76% True False 24,613
10 3.253 2.590 0.663 22.7% 0.149 5.1% 50% False False 20,584
20 3.398 2.590 0.808 27.7% 0.118 4.0% 41% False False 13,146
40 3.851 2.590 1.261 43.2% 0.102 3.5% 26% False False 8,980
60 4.118 2.590 1.528 52.3% 0.097 3.3% 22% False False 7,158
80 4.274 2.590 1.684 57.7% 0.094 3.2% 20% False False 5,767
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 3.626
2.618 3.396
1.618 3.255
1.000 3.168
0.618 3.114
HIGH 3.027
0.618 2.973
0.500 2.957
0.382 2.940
LOW 2.886
0.618 2.799
1.000 2.745
1.618 2.658
2.618 2.517
4.250 2.287
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 2.957 2.883
PP 2.944 2.846
S1 2.932 2.809

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

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