NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 3.370 3.356 -0.014 -0.4% 3.183
High 3.408 3.381 -0.027 -0.8% 3.408
Low 3.325 3.274 -0.051 -1.5% 3.183
Close 3.358 3.288 -0.070 -2.1% 3.358
Range 0.083 0.107 0.024 28.9% 0.225
ATR 0.077 0.079 0.002 2.8% 0.000
Volume 16,882 11,165 -5,717 -33.9% 51,139
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 3.635 3.569 3.347
R3 3.528 3.462 3.317
R2 3.421 3.421 3.308
R1 3.355 3.355 3.298 3.335
PP 3.314 3.314 3.314 3.304
S1 3.248 3.248 3.278 3.228
S2 3.207 3.207 3.268
S3 3.100 3.141 3.259
S4 2.993 3.034 3.229
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 3.991 3.900 3.482
R3 3.766 3.675 3.420
R2 3.541 3.541 3.399
R1 3.450 3.450 3.379 3.496
PP 3.316 3.316 3.316 3.339
S1 3.225 3.225 3.337 3.271
S2 3.091 3.091 3.317
S3 2.866 3.000 3.296
S4 2.641 2.775 3.234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.408 3.200 0.208 6.3% 0.092 2.8% 42% False False 11,319
10 3.408 3.127 0.281 8.5% 0.087 2.7% 57% False False 9,970
20 3.408 2.909 0.499 15.2% 0.076 2.3% 76% False False 9,727
40 3.408 2.909 0.499 15.2% 0.070 2.1% 76% False False 8,242
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.836
2.618 3.661
1.618 3.554
1.000 3.488
0.618 3.447
HIGH 3.381
0.618 3.340
0.500 3.328
0.382 3.315
LOW 3.274
0.618 3.208
1.000 3.167
1.618 3.101
2.618 2.994
4.250 2.819
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 3.328 3.341
PP 3.314 3.323
S1 3.301 3.306

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

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