NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 3.389 3.399 0.010 0.3% 3.510
High 3.432 3.489 0.057 1.7% 3.537
Low 3.375 3.395 0.020 0.6% 3.377
Close 3.420 3.454 0.034 1.0% 3.407
Range 0.057 0.094 0.037 64.9% 0.160
ATR 0.084 0.085 0.001 0.9% 0.000
Volume 2,582 3,031 449 17.4% 20,843
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.728 3.685 3.506
R3 3.634 3.591 3.480
R2 3.540 3.540 3.471
R1 3.497 3.497 3.463 3.519
PP 3.446 3.446 3.446 3.457
S1 3.403 3.403 3.445 3.425
S2 3.352 3.352 3.437
S3 3.258 3.309 3.428
S4 3.164 3.215 3.402
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 3.489 3.341 0.148 4.3% 0.065 1.9% 76% True False 3,144
10 3.752 3.341 0.411 11.9% 0.073 2.1% 27% False False 3,815
20 3.901 3.341 0.560 16.2% 0.082 2.4% 20% False False 3,615
40 4.162 3.341 0.821 23.8% 0.083 2.4% 14% False False 2,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 3.889
2.618 3.735
1.618 3.641
1.000 3.583
0.618 3.547
HIGH 3.489
0.618 3.453
0.500 3.442
0.382 3.431
LOW 3.395
0.618 3.337
1.000 3.301
1.618 3.243
2.618 3.149
4.250 2.996
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 3.450 3.441
PP 3.446 3.428
S1 3.442 3.415

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

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