NYMEX Natural Gas Future August 2012


Trading Metrics calculated at close of trading on 30-Dec-2011
Day Change Summary
Previous Current
29-Dec-2011 30-Dec-2011 Change Change % Previous Week
Open 3.378 3.288 -0.090 -2.7% 3.452
High 3.393 3.313 -0.080 -2.4% 3.491
Low 3.299 3.248 -0.051 -1.5% 3.248
Close 3.311 3.276 -0.035 -1.1% 3.276
Range 0.094 0.065 -0.029 -30.9% 0.243
ATR 0.079 0.078 -0.001 -1.2% 0.000
Volume 2,968 2,737 -231 -7.8% 8,145
Daily Pivots for day following 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.474 3.440 3.312
R3 3.409 3.375 3.294
R2 3.344 3.344 3.288
R1 3.310 3.310 3.282 3.295
PP 3.279 3.279 3.279 3.271
S1 3.245 3.245 3.270 3.230
S2 3.214 3.214 3.264
S3 3.149 3.180 3.258
S4 3.084 3.115 3.240
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.067 3.915 3.410
R3 3.824 3.672 3.343
R2 3.581 3.581 3.321
R1 3.429 3.429 3.298 3.384
PP 3.338 3.338 3.338 3.316
S1 3.186 3.186 3.254 3.141
S2 3.095 3.095 3.231
S3 2.852 2.943 3.209
S4 2.609 2.700 3.142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.491 3.248 0.243 7.4% 0.065 2.0% 12% False True 2,052
10 3.522 3.248 0.274 8.4% 0.068 2.1% 10% False True 2,092
20 3.858 3.248 0.610 18.6% 0.068 2.1% 5% False True 2,634
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.589
2.618 3.483
1.618 3.418
1.000 3.378
0.618 3.353
HIGH 3.313
0.618 3.288
0.500 3.281
0.382 3.273
LOW 3.248
0.618 3.208
1.000 3.183
1.618 3.143
2.618 3.078
4.250 2.972
Fisher Pivots for day following 30-Dec-2011
Pivot 1 day 3 day
R1 3.281 3.349
PP 3.279 3.324
S1 3.278 3.300

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

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