NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 3.035 3.046 0.011 0.4% 3.093
High 3.086 3.046 -0.040 -1.3% 3.193
Low 3.003 2.998 -0.005 -0.2% 3.045
Close 3.057 3.006 -0.051 -1.7% 3.116
Range 0.083 0.048 -0.035 -42.2% 0.148
ATR 0.089 0.087 -0.002 -2.4% 0.000
Volume 17,805 16,684 -1,121 -6.3% 56,542
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.161 3.131 3.032
R3 3.113 3.083 3.019
R2 3.065 3.065 3.015
R1 3.035 3.035 3.010 3.026
PP 3.017 3.017 3.017 3.012
S1 2.987 2.987 3.002 2.978
S2 2.969 2.969 2.997
S3 2.921 2.939 2.993
S4 2.873 2.891 2.980
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 3.180 2.998 0.182 6.1% 0.077 2.6% 4% False True 14,751
10 3.213 2.998 0.215 7.2% 0.081 2.7% 4% False True 13,057
20 3.479 2.998 0.481 16.0% 0.089 3.0% 2% False True 12,346
40 3.479 2.909 0.570 19.0% 0.084 2.8% 17% False False 10,994
60 3.479 2.909 0.570 19.0% 0.077 2.6% 17% False False 9,660
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 3.250
2.618 3.172
1.618 3.124
1.000 3.094
0.618 3.076
HIGH 3.046
0.618 3.028
0.500 3.022
0.382 3.016
LOW 2.998
0.618 2.968
1.000 2.950
1.618 2.920
2.618 2.872
4.250 2.794
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 3.022 3.050
PP 3.017 3.035
S1 3.011 3.021

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

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