NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 3.157 3.084 -0.073 -2.3% 3.093
High 3.180 3.131 -0.049 -1.5% 3.193
Low 3.067 3.045 -0.022 -0.7% 3.045
Close 3.090 3.116 0.026 0.8% 3.116
Range 0.113 0.086 -0.027 -23.9% 0.148
ATR 0.091 0.091 0.000 -0.4% 0.000
Volume 9,030 19,150 10,120 112.1% 56,542
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.355 3.322 3.163
R3 3.269 3.236 3.140
R2 3.183 3.183 3.132
R1 3.150 3.150 3.124 3.167
PP 3.097 3.097 3.097 3.106
S1 3.064 3.064 3.108 3.081
S2 3.011 3.011 3.100
S3 2.925 2.978 3.092
S4 2.839 2.892 3.069
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.562 3.487 3.197
R3 3.414 3.339 3.157
R2 3.266 3.266 3.143
R1 3.191 3.191 3.130 3.229
PP 3.118 3.118 3.118 3.137
S1 3.043 3.043 3.102 3.081
S2 2.970 2.970 3.089
S3 2.822 2.895 3.075
S4 2.674 2.747 3.035
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.193 3.045 0.148 4.7% 0.086 2.8% 48% False True 11,308
10 3.330 3.045 0.285 9.1% 0.091 2.9% 25% False True 11,732
20 3.479 3.045 0.434 13.9% 0.094 3.0% 16% False True 11,886
40 3.479 2.909 0.570 18.3% 0.082 2.6% 36% False False 10,636
60 3.479 2.909 0.570 18.3% 0.077 2.5% 36% False False 9,336
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.497
2.618 3.356
1.618 3.270
1.000 3.217
0.618 3.184
HIGH 3.131
0.618 3.098
0.500 3.088
0.382 3.078
LOW 3.045
0.618 2.992
1.000 2.959
1.618 2.906
2.618 2.820
4.250 2.680
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 3.107 3.119
PP 3.097 3.118
S1 3.088 3.117

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

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