NYMEX Natural Gas Future July 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 3.399 3.479 0.080 2.4% 3.510
High 3.489 3.496 0.007 0.2% 3.537
Low 3.395 3.403 0.008 0.2% 3.377
Close 3.454 3.458 0.004 0.1% 3.407
Range 0.094 0.093 -0.001 -1.1% 0.160
ATR 0.085 0.085 0.001 0.7% 0.000
Volume 3,031 4,670 1,639 54.1% 20,843
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.731 3.688 3.509
R3 3.638 3.595 3.484
R2 3.545 3.545 3.475
R1 3.502 3.502 3.467 3.477
PP 3.452 3.452 3.452 3.440
S1 3.409 3.409 3.449 3.384
S2 3.359 3.359 3.441
S3 3.266 3.316 3.432
S4 3.173 3.223 3.407
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 3.496 3.341 0.155 4.5% 0.074 2.1% 75% True False 3,275
10 3.651 3.341 0.310 9.0% 0.072 2.1% 38% False False 3,976
20 3.901 3.341 0.560 16.2% 0.080 2.3% 21% False False 3,748
40 4.162 3.341 0.821 23.7% 0.083 2.4% 14% False False 3,069
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.891
2.618 3.739
1.618 3.646
1.000 3.589
0.618 3.553
HIGH 3.496
0.618 3.460
0.500 3.450
0.382 3.439
LOW 3.403
0.618 3.346
1.000 3.310
1.618 3.253
2.618 3.160
4.250 3.008
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 3.455 3.451
PP 3.452 3.443
S1 3.450 3.436

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

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