NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 15-Dec-2011
Day Change Summary
Previous Current
14-Dec-2011 15-Dec-2011 Change Change % Previous Week
Open 3.485 3.411 -0.074 -2.1% 3.790
High 3.485 3.450 -0.035 -1.0% 3.790
Low 3.413 3.400 -0.013 -0.4% 3.539
Close 3.423 3.409 -0.014 -0.4% 3.547
Range 0.072 0.050 -0.022 -30.6% 0.251
ATR 0.092 0.089 -0.003 -3.3% 0.000
Volume 3,146 4,016 870 27.7% 23,320
Daily Pivots for day following 15-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.570 3.539 3.437
R3 3.520 3.489 3.423
R2 3.470 3.470 3.418
R1 3.439 3.439 3.414 3.430
PP 3.420 3.420 3.420 3.415
S1 3.389 3.389 3.404 3.380
S2 3.370 3.370 3.400
S3 3.320 3.339 3.395
S4 3.270 3.289 3.382
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 3.651 3.400 0.251 7.4% 0.069 2.0% 4% False True 4,678
10 3.830 3.400 0.430 12.6% 0.076 2.2% 2% False True 4,634
20 3.901 3.400 0.501 14.7% 0.085 2.5% 2% False True 3,644
40 4.162 3.400 0.762 22.4% 0.084 2.5% 1% False True 2,821
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.008
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 3.663
2.618 3.581
1.618 3.531
1.000 3.500
0.618 3.481
HIGH 3.450
0.618 3.431
0.500 3.425
0.382 3.419
LOW 3.400
0.618 3.369
1.000 3.350
1.618 3.319
2.618 3.269
4.250 3.188
Fisher Pivots for day following 15-Dec-2011
Pivot 1 day 3 day
R1 3.425 3.469
PP 3.420 3.449
S1 3.414 3.429

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

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