NYMEX Natural Gas Future November 2012


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 2.980 2.986 0.006 0.2% 2.873
High 3.020 3.033 0.013 0.4% 3.033
Low 2.920 2.920 0.000 0.0% 2.872
Close 2.960 3.011 0.051 1.7% 3.011
Range 0.100 0.113 0.013 13.0% 0.161
ATR 0.109 0.110 0.000 0.2% 0.000
Volume 20,257 33,915 13,658 67.4% 110,841
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.327 3.282 3.073
R3 3.214 3.169 3.042
R2 3.101 3.101 3.032
R1 3.056 3.056 3.021 3.079
PP 2.988 2.988 2.988 2.999
S1 2.943 2.943 3.001 2.966
S2 2.875 2.875 2.990
S3 2.762 2.830 2.980
S4 2.649 2.717 2.949
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.455 3.394 3.100
R3 3.294 3.233 3.055
R2 3.133 3.133 3.041
R1 3.072 3.072 3.026 3.103
PP 2.972 2.972 2.972 2.987
S1 2.911 2.911 2.996 2.942
S2 2.811 2.811 2.981
S3 2.650 2.750 2.967
S4 2.489 2.589 2.922
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.033 2.872 0.161 5.3% 0.121 4.0% 86% True False 22,168
10 3.033 2.650 0.383 12.7% 0.117 3.9% 94% True False 24,594
20 3.053 2.650 0.403 13.4% 0.105 3.5% 90% False False 20,265
40 3.190 2.650 0.540 17.9% 0.101 3.3% 67% False False 18,118
60 3.190 2.566 0.624 20.7% 0.087 2.9% 71% False False 15,207
80 3.190 2.566 0.624 20.7% 0.082 2.7% 71% False False 12,792
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.513
2.618 3.329
1.618 3.216
1.000 3.146
0.618 3.103
HIGH 3.033
0.618 2.990
0.500 2.977
0.382 2.963
LOW 2.920
0.618 2.850
1.000 2.807
1.618 2.737
2.618 2.624
4.250 2.440
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 3.000 2.996
PP 2.988 2.981
S1 2.977 2.966

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

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