NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 3.411 3.425 0.014 0.4% 3.510
High 3.450 3.443 -0.007 -0.2% 3.537
Low 3.400 3.377 -0.023 -0.7% 3.377
Close 3.409 3.407 -0.002 -0.1% 3.407
Range 0.050 0.066 0.016 32.0% 0.160
ATR 0.089 0.087 -0.002 -1.9% 0.000
Volume 4,016 3,480 -536 -13.3% 20,843
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.607 3.573 3.443
R3 3.541 3.507 3.425
R2 3.475 3.475 3.419
R1 3.441 3.441 3.413 3.425
PP 3.409 3.409 3.409 3.401
S1 3.375 3.375 3.401 3.359
S2 3.343 3.343 3.395
S3 3.277 3.309 3.389
S4 3.211 3.243 3.371
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.920 3.824 3.495
R3 3.760 3.664 3.451
R2 3.600 3.600 3.436
R1 3.504 3.504 3.422 3.472
PP 3.440 3.440 3.440 3.425
S1 3.344 3.344 3.392 3.312
S2 3.280 3.280 3.378
S3 3.120 3.184 3.363
S4 2.960 3.024 3.319
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.537 3.377 0.160 4.7% 0.060 1.8% 19% False True 4,168
10 3.790 3.377 0.413 12.1% 0.079 2.3% 7% False True 4,416
20 3.901 3.377 0.524 15.4% 0.083 2.4% 6% False True 3,674
40 4.162 3.377 0.785 23.0% 0.083 2.4% 4% False True 2,890
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.724
2.618 3.616
1.618 3.550
1.000 3.509
0.618 3.484
HIGH 3.443
0.618 3.418
0.500 3.410
0.382 3.402
LOW 3.377
0.618 3.336
1.000 3.311
1.618 3.270
2.618 3.204
4.250 3.097
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 3.410 3.431
PP 3.409 3.423
S1 3.408 3.415

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

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