NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 3.046 2.999 -0.047 -1.5% 3.093
High 3.046 3.208 0.162 5.3% 3.193
Low 2.998 2.962 -0.036 -1.2% 3.045
Close 3.006 3.198 0.192 6.4% 3.116
Range 0.048 0.246 0.198 412.5% 0.148
ATR 0.087 0.098 0.011 13.1% 0.000
Volume 16,684 9,801 -6,883 -41.3% 56,542
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.861 3.775 3.333
R3 3.615 3.529 3.266
R2 3.369 3.369 3.243
R1 3.283 3.283 3.221 3.326
PP 3.123 3.123 3.123 3.144
S1 3.037 3.037 3.175 3.080
S2 2.877 2.877 3.153
S3 2.631 2.791 3.130
S4 2.385 2.545 3.063
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 3.208 2.962 0.246 7.7% 0.104 3.3% 96% True True 14,905
10 3.208 2.962 0.246 7.7% 0.093 2.9% 96% True True 12,965
20 3.479 2.962 0.517 16.2% 0.097 3.0% 46% False True 12,517
40 3.479 2.909 0.570 17.8% 0.090 2.8% 51% False False 11,009
60 3.479 2.909 0.570 17.8% 0.080 2.5% 51% False False 9,756
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 4.254
2.618 3.852
1.618 3.606
1.000 3.454
0.618 3.360
HIGH 3.208
0.618 3.114
0.500 3.085
0.382 3.056
LOW 2.962
0.618 2.810
1.000 2.716
1.618 2.564
2.618 2.318
4.250 1.917
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 3.160 3.160
PP 3.123 3.123
S1 3.085 3.085

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

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