NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
25-May-2012 29-May-2012 Change Change % Previous Week
Open 3.300 3.230 -0.070 -2.1% 3.458
High 3.330 3.260 -0.070 -2.1% 3.468
Low 3.235 3.155 -0.080 -2.5% 3.235
Close 3.281 3.175 -0.106 -3.2% 3.281
Range 0.095 0.105 0.010 10.5% 0.233
ATR 0.088 0.091 0.003 3.1% 0.000
Volume 14,278 10,401 -3,877 -27.2% 65,749
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 3.512 3.448 3.233
R3 3.407 3.343 3.204
R2 3.302 3.302 3.194
R1 3.238 3.238 3.185 3.218
PP 3.197 3.197 3.197 3.186
S1 3.133 3.133 3.165 3.113
S2 3.092 3.092 3.156
S3 2.987 3.028 3.146
S4 2.882 2.923 3.117
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 4.027 3.887 3.409
R3 3.794 3.654 3.345
R2 3.561 3.561 3.324
R1 3.421 3.421 3.302 3.375
PP 3.328 3.328 3.328 3.305
S1 3.188 3.188 3.260 3.142
S2 3.095 3.095 3.238
S3 2.862 2.955 3.217
S4 2.629 2.722 3.153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.433 3.155 0.278 8.8% 0.091 2.9% 7% False True 11,377
10 3.479 3.155 0.324 10.2% 0.098 3.1% 6% False True 11,704
20 3.479 3.127 0.352 11.1% 0.093 2.9% 14% False False 10,837
40 3.479 2.909 0.570 18.0% 0.076 2.4% 47% False False 10,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 3.706
2.618 3.535
1.618 3.430
1.000 3.365
0.618 3.325
HIGH 3.260
0.618 3.220
0.500 3.208
0.382 3.195
LOW 3.155
0.618 3.090
1.000 3.050
1.618 2.985
2.618 2.880
4.250 2.709
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 3.208 3.277
PP 3.197 3.243
S1 3.186 3.209

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

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