NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 3.510 3.503 -0.007 -0.2% 3.790
High 3.510 3.537 0.027 0.8% 3.790
Low 3.459 3.475 0.016 0.5% 3.539
Close 3.492 3.530 0.038 1.1% 3.547
Range 0.051 0.062 0.011 21.6% 0.251
ATR 0.092 0.090 -0.002 -2.3% 0.000
Volume 5,563 4,638 -925 -16.6% 23,320
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.700 3.677 3.564
R3 3.638 3.615 3.547
R2 3.576 3.576 3.541
R1 3.553 3.553 3.536 3.565
PP 3.514 3.514 3.514 3.520
S1 3.491 3.491 3.524 3.503
S2 3.452 3.452 3.519
S3 3.390 3.429 3.513
S4 3.328 3.367 3.496
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.378 4.214 3.685
R3 4.127 3.963 3.616
R2 3.876 3.876 3.593
R1 3.712 3.712 3.570 3.669
PP 3.625 3.625 3.625 3.604
S1 3.461 3.461 3.524 3.418
S2 3.374 3.374 3.501
S3 3.123 3.210 3.478
S4 2.872 2.959 3.409
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.752 3.459 0.293 8.3% 0.081 2.3% 24% False False 4,959
10 3.868 3.459 0.409 11.6% 0.083 2.4% 17% False False 4,623
20 3.901 3.459 0.442 12.5% 0.086 2.4% 16% False False 3,550
40 4.162 3.459 0.703 19.9% 0.084 2.4% 10% False False 2,854
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 True
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 3.801
2.618 3.699
1.618 3.637
1.000 3.599
0.618 3.575
HIGH 3.537
0.618 3.513
0.500 3.506
0.382 3.499
LOW 3.475
0.618 3.437
1.000 3.413
1.618 3.375
2.618 3.313
4.250 3.212
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 3.522 3.555
PP 3.514 3.547
S1 3.506 3.538

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

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