NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 2.999 3.222 0.223 7.4% 3.101
High 3.208 3.232 0.024 0.7% 3.232
Low 2.962 3.143 0.181 6.1% 2.962
Close 3.198 3.171 -0.027 -0.8% 3.171
Range 0.246 0.089 -0.157 -63.8% 0.270
ATR 0.098 0.097 -0.001 -0.7% 0.000
Volume 9,801 25,332 15,531 158.5% 80,709
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.449 3.399 3.220
R3 3.360 3.310 3.195
R2 3.271 3.271 3.187
R1 3.221 3.221 3.179 3.202
PP 3.182 3.182 3.182 3.172
S1 3.132 3.132 3.163 3.113
S2 3.093 3.093 3.155
S3 3.004 3.043 3.147
S4 2.915 2.954 3.122
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.932 3.821 3.320
R3 3.662 3.551 3.245
R2 3.392 3.392 3.221
R1 3.281 3.281 3.196 3.337
PP 3.122 3.122 3.122 3.149
S1 3.011 3.011 3.146 3.067
S2 2.852 2.852 3.122
S3 2.582 2.741 3.097
S4 2.312 2.471 3.023
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.232 2.962 0.270 8.5% 0.105 3.3% 77% True False 16,141
10 3.232 2.962 0.270 8.5% 0.095 3.0% 77% True False 13,725
20 3.479 2.962 0.517 16.3% 0.095 3.0% 40% False False 13,006
40 3.479 2.909 0.570 18.0% 0.090 2.9% 46% False False 11,433
60 3.479 2.909 0.570 18.0% 0.080 2.5% 46% False False 10,088
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 True
Stretch 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.610
2.618 3.465
1.618 3.376
1.000 3.321
0.618 3.287
HIGH 3.232
0.618 3.198
0.500 3.188
0.382 3.177
LOW 3.143
0.618 3.088
1.000 3.054
1.618 2.999
2.618 2.910
4.250 2.765
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 3.188 3.146
PP 3.182 3.122
S1 3.177 3.097

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

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