NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 3.183 3.245 0.062 1.9% 3.120
High 3.257 3.338 0.081 2.5% 3.265
Low 3.183 3.200 0.017 0.5% 3.073
Close 3.245 3.292 0.047 1.4% 3.182
Range 0.074 0.138 0.064 86.5% 0.192
ATR 0.073 0.078 0.005 6.3% 0.000
Volume 5,705 6,432 727 12.7% 42,958
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 3.691 3.629 3.368
R3 3.553 3.491 3.330
R2 3.415 3.415 3.317
R1 3.353 3.353 3.305 3.384
PP 3.277 3.277 3.277 3.292
S1 3.215 3.215 3.279 3.246
S2 3.139 3.139 3.267
S3 3.001 3.077 3.254
S4 2.863 2.939 3.216
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 3.749 3.658 3.288
R3 3.557 3.466 3.235
R2 3.365 3.365 3.217
R1 3.274 3.274 3.200 3.320
PP 3.173 3.173 3.173 3.196
S1 3.082 3.082 3.164 3.128
S2 2.981 2.981 3.147
S3 2.789 2.890 3.129
S4 2.597 2.698 3.076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.338 3.127 0.211 6.4% 0.099 3.0% 78% True False 8,123
10 3.338 2.974 0.364 11.1% 0.095 2.9% 87% True False 9,065
20 3.338 2.909 0.429 13.0% 0.071 2.1% 89% True False 9,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 3.925
2.618 3.699
1.618 3.561
1.000 3.476
0.618 3.423
HIGH 3.338
0.618 3.285
0.500 3.269
0.382 3.253
LOW 3.200
0.618 3.115
1.000 3.062
1.618 2.977
2.618 2.839
4.250 2.614
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 3.284 3.280
PP 3.277 3.269
S1 3.269 3.257

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

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