NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	3.141	3.093	-0.048	-1.5%	3.230
High	3.141	3.165	0.024	0.8%	3.260
Low	3.077	3.077	0.000	0.0%	3.077
Close	3.090	3.144	0.054	1.7%	3.090
Range	0.064	0.088	0.024	37.5%	0.183
ATR	0.092	0.092	0.000	-0.3%	0.000
Volume	17,735	13,624	-4,111	-23.2%	46,501

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.393	3.356	3.192
R3	3.305	3.268	3.168
R2	3.217	3.217	3.160
R1	3.180	3.180	3.152	3.199
PP	3.129	3.129	3.129	3.138
S1	3.092	3.092	3.136	3.111
S2	3.041	3.041	3.128
S3	2.953	3.004	3.120
S4	2.865	2.916	3.096

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	3.260	3.077	0.183	5.8%	0.095	3.0%	37%	False	True	12,025
10	3.468	3.077	0.391	12.4%	0.095	3.0%	17%	False	True	12,587
20	3.479	3.077	0.402	12.8%	0.094	3.0%	17%	False	True	11,453
40	3.479	2.909	0.570	18.1%	0.080	2.5%	41%	False	False	10,545

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.539
2.618	3.395
1.618	3.307
1.000	3.253
0.618	3.219
HIGH	3.165
0.618	3.131
0.500	3.121
0.382	3.111
LOW	3.077
0.618	3.023
1.000	2.989
1.618	2.935
2.618	2.847
4.250	2.703

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	3.136	3.145
PP	3.129	3.145
S1	3.121	3.144

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols