NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 3.727 3.651 -0.076 -2.0% 3.872
High 3.727 3.752 0.025 0.7% 3.901
Low 3.647 3.651 0.004 0.1% 3.732
Close 3.655 3.666 0.011 0.3% 3.796
Range 0.080 0.101 0.021 26.3% 0.169
ATR 0.089 0.090 0.001 0.9% 0.000
Volume 5,508 3,058 -2,450 -44.5% 15,787
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.993 3.930 3.722
R3 3.892 3.829 3.694
R2 3.791 3.791 3.685
R1 3.728 3.728 3.675 3.760
PP 3.690 3.690 3.690 3.705
S1 3.627 3.627 3.657 3.659
S2 3.589 3.589 3.647
S3 3.488 3.526 3.638
S4 3.387 3.425 3.610
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.317 4.225 3.889
R3 4.148 4.056 3.842
R2 3.979 3.979 3.827
R1 3.887 3.887 3.811 3.849
PP 3.810 3.810 3.810 3.790
S1 3.718 3.718 3.781 3.680
S2 3.641 3.641 3.765
S3 3.472 3.549 3.750
S4 3.303 3.380 3.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.830 3.639 0.191 5.2% 0.083 2.3% 14% False False 4,590
10 3.901 3.639 0.262 7.1% 0.089 2.4% 10% False False 3,520
20 3.902 3.637 0.265 7.2% 0.084 2.3% 11% False False 3,271
40 4.201 3.637 0.564 15.4% 0.087 2.4% 5% False False 2,583
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.181
2.618 4.016
1.618 3.915
1.000 3.853
0.618 3.814
HIGH 3.752
0.618 3.713
0.500 3.702
0.382 3.690
LOW 3.651
0.618 3.589
1.000 3.550
1.618 3.488
2.618 3.387
4.250 3.222
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 3.702 3.696
PP 3.690 3.686
S1 3.678 3.676

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

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