NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 3.452 3.430 -0.022 -0.6% 3.401
High 3.491 3.449 -0.042 -1.2% 3.522
Low 3.419 3.391 -0.028 -0.8% 3.366
Close 3.434 3.397 -0.037 -1.1% 3.439
Range 0.072 0.058 -0.014 -19.4% 0.156
ATR 0.079 0.077 -0.001 -1.9% 0.000
Volume 1,329 1,111 -218 -16.4% 10,927
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.586 3.550 3.429
R3 3.528 3.492 3.413
R2 3.470 3.470 3.408
R1 3.434 3.434 3.402 3.423
PP 3.412 3.412 3.412 3.407
S1 3.376 3.376 3.392 3.365
S2 3.354 3.354 3.386
S3 3.296 3.318 3.381
S4 3.238 3.260 3.365
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.910 3.831 3.525
R3 3.754 3.675 3.482
R2 3.598 3.598 3.468
R1 3.519 3.519 3.453 3.559
PP 3.442 3.442 3.442 3.462
S1 3.363 3.363 3.425 3.403
S2 3.286 3.286 3.410
S3 3.130 3.207 3.396
S4 2.974 3.051 3.353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.522 3.391 0.131 3.9% 0.070 2.1% 5% False True 2,170
10 3.530 3.366 0.164 4.8% 0.066 1.9% 19% False False 1,853
20 3.893 3.366 0.527 15.5% 0.070 2.1% 6% False False 2,554
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.696
2.618 3.601
1.618 3.543
1.000 3.507
0.618 3.485
HIGH 3.449
0.618 3.427
0.500 3.420
0.382 3.413
LOW 3.391
0.618 3.355
1.000 3.333
1.618 3.297
2.618 3.239
4.250 3.145
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 3.420 3.441
PP 3.412 3.426
S1 3.405 3.412

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

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