NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 3.133 3.141 0.008 0.3% 3.230
High 3.213 3.141 -0.072 -2.2% 3.260
Low 3.090 3.077 -0.013 -0.4% 3.077
Close 3.156 3.090 -0.066 -2.1% 3.090
Range 0.123 0.064 -0.059 -48.0% 0.183
ATR 0.093 0.092 -0.001 -1.1% 0.000
Volume 10,723 17,735 7,012 65.4% 46,501
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.295 3.256 3.125
R3 3.231 3.192 3.108
R2 3.167 3.167 3.102
R1 3.128 3.128 3.096 3.116
PP 3.103 3.103 3.103 3.096
S1 3.064 3.064 3.084 3.052
S2 3.039 3.039 3.078
S3 2.975 3.000 3.072
S4 2.911 2.936 3.055
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.691 3.574 3.191
R3 3.508 3.391 3.140
R2 3.325 3.325 3.124
R1 3.208 3.208 3.107 3.175
PP 3.142 3.142 3.142 3.126
S1 3.025 3.025 3.073 2.992
S2 2.959 2.959 3.056
S3 2.776 2.842 3.040
S4 2.593 2.659 2.989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.330 3.077 0.253 8.2% 0.097 3.1% 5% False True 12,155
10 3.479 3.077 0.402 13.0% 0.094 3.0% 3% False True 12,286
20 3.479 3.077 0.402 13.0% 0.094 3.1% 3% False True 11,188
40 3.479 2.909 0.570 18.4% 0.079 2.6% 32% False False 10,362
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.019
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 3.413
2.618 3.309
1.618 3.245
1.000 3.205
0.618 3.181
HIGH 3.141
0.618 3.117
0.500 3.109
0.382 3.101
LOW 3.077
0.618 3.037
1.000 3.013
1.618 2.973
2.618 2.909
4.250 2.805
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 3.109 3.145
PP 3.103 3.127
S1 3.096 3.108

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

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