NYMEX Natural Gas Future August 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 3.426 3.486 0.060 1.8% 3.510
High 3.516 3.522 0.006 0.2% 3.560
Low 3.422 3.432 0.010 0.3% 3.410
Close 3.480 3.485 0.005 0.1% 3.434
Range 0.094 0.090 -0.004 -4.3% 0.150
ATR 0.081 0.081 0.001 0.8% 0.000
Volume 2,552 3,745 1,193 46.7% 10,614
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.750 3.707 3.535
R3 3.660 3.617 3.510
R2 3.570 3.570 3.502
R1 3.527 3.527 3.493 3.504
PP 3.480 3.480 3.480 3.468
S1 3.437 3.437 3.477 3.414
S2 3.390 3.390 3.469
S3 3.300 3.347 3.460
S4 3.210 3.257 3.436
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.918 3.826 3.517
R3 3.768 3.676 3.475
R2 3.618 3.618 3.462
R1 3.526 3.526 3.448 3.497
PP 3.468 3.468 3.468 3.454
S1 3.376 3.376 3.420 3.347
S2 3.318 3.318 3.407
S3 3.168 3.226 3.393
S4 3.018 3.076 3.352
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.522 3.366 0.156 4.5% 0.070 2.0% 76% True False 2,133
10 3.674 3.366 0.308 8.8% 0.071 2.0% 39% False False 2,842
20 3.927 3.366 0.561 16.1% 0.075 2.2% 21% False False 2,502
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.905
2.618 3.758
1.618 3.668
1.000 3.612
0.618 3.578
HIGH 3.522
0.618 3.488
0.500 3.477
0.382 3.466
LOW 3.432
0.618 3.376
1.000 3.342
1.618 3.286
2.618 3.196
4.250 3.050
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 3.482 3.478
PP 3.480 3.470
S1 3.477 3.463

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

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