NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	3.093	3.165	0.072	2.3%	3.230
High	3.165	3.183	0.018	0.6%	3.260
Low	3.077	3.109	0.032	1.0%	3.077
Close	3.144	3.166	0.022	0.7%	3.090
Range	0.088	0.074	-0.014	-15.9%	0.183
ATR	0.092	0.091	-0.001	-1.4%	0.000
Volume	13,624	8,469	-5,155	-37.8%	46,501

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.375	3.344	3.207
R3	3.301	3.270	3.186
R2	3.227	3.227	3.180
R1	3.196	3.196	3.173	3.212
PP	3.153	3.153	3.153	3.160
S1	3.122	3.122	3.159	3.138
S2	3.079	3.079	3.152
S3	3.005	3.048	3.146
S4	2.931	2.974	3.125

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	3.213	3.077	0.136	4.3%	0.089	2.8%	65%	False	False	11,638
10	3.433	3.077	0.356	11.2%	0.090	2.8%	25%	False	False	11,508
20	3.479	3.077	0.402	12.7%	0.094	3.0%	22%	False	False	11,591
40	3.479	2.909	0.570	18.0%	0.081	2.5%	45%	False	False	10,584

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.498
2.618	3.377
1.618	3.303
1.000	3.257
0.618	3.229
HIGH	3.183
0.618	3.155
0.500	3.146
0.382	3.137
LOW	3.109
0.618	3.063
1.000	3.035
1.618	2.989
2.618	2.915
4.250	2.795

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	3.159	3.154
PP	3.153	3.142
S1	3.146	3.130

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