NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 14-Dec-2011
Day Change Summary
Previous Current
13-Dec-2011 14-Dec-2011 Change Change % Previous Week
Open 3.503 3.485 -0.018 -0.5% 3.790
High 3.537 3.485 -0.052 -1.5% 3.790
Low 3.475 3.413 -0.062 -1.8% 3.539
Close 3.530 3.423 -0.107 -3.0% 3.547
Range 0.062 0.072 0.010 16.1% 0.251
ATR 0.090 0.092 0.002 2.1% 0.000
Volume 4,638 3,146 -1,492 -32.2% 23,320
Daily Pivots for day following 14-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.656 3.612 3.463
R3 3.584 3.540 3.443
R2 3.512 3.512 3.436
R1 3.468 3.468 3.430 3.454
PP 3.440 3.440 3.440 3.434
S1 3.396 3.396 3.416 3.382
S2 3.368 3.368 3.410
S3 3.296 3.324 3.403
S4 3.224 3.252 3.383
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 3.413 0.339 9.9% 0.080 2.3% 3% False True 4,486
10 3.868 3.413 0.455 13.3% 0.083 2.4% 2% False True 4,512
20 3.901 3.413 0.488 14.3% 0.087 2.5% 2% False True 3,562
40 4.162 3.413 0.749 21.9% 0.083 2.4% 1% False True 2,785
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 3 trading days
Fibonacci Retracements and Extensions
4.250 3.791
2.618 3.673
1.618 3.601
1.000 3.557
0.618 3.529
HIGH 3.485
0.618 3.457
0.500 3.449
0.382 3.441
LOW 3.413
0.618 3.369
1.000 3.341
1.618 3.297
2.618 3.225
4.250 3.107
Fisher Pivots for day following 14-Dec-2011
Pivot 1 day 3 day
R1 3.449 3.475
PP 3.440 3.458
S1 3.432 3.440

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

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