NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 3.222 3.173 -0.049 -1.5% 3.101
High 3.232 3.277 0.045 1.4% 3.232
Low 3.143 3.154 0.011 0.3% 2.962
Close 3.171 3.259 0.088 2.8% 3.171
Range 0.089 0.123 0.034 38.2% 0.270
ATR 0.097 0.099 0.002 1.9% 0.000
Volume 25,332 10,435 -14,897 -58.8% 80,709
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.599 3.552 3.327
R3 3.476 3.429 3.293
R2 3.353 3.353 3.282
R1 3.306 3.306 3.270 3.330
PP 3.230 3.230 3.230 3.242
S1 3.183 3.183 3.248 3.207
S2 3.107 3.107 3.236
S3 2.984 3.060 3.225
S4 2.861 2.937 3.191
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 3.277 2.962 0.315 9.7% 0.118 3.6% 94% True False 16,011
10 3.277 2.962 0.315 9.7% 0.099 3.0% 94% True False 13,406
20 3.468 2.962 0.506 15.5% 0.097 3.0% 59% False False 12,996
40 3.479 2.909 0.570 17.5% 0.093 2.9% 61% False False 11,470
60 3.479 2.909 0.570 17.5% 0.080 2.5% 61% False False 10,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.800
2.618 3.599
1.618 3.476
1.000 3.400
0.618 3.353
HIGH 3.277
0.618 3.230
0.500 3.216
0.382 3.201
LOW 3.154
0.618 3.078
1.000 3.031
1.618 2.955
2.618 2.832
4.250 2.631
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 3.245 3.213
PP 3.230 3.166
S1 3.216 3.120

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

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