NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 3.173 3.279 0.106 3.3% 3.101
High 3.277 3.290 0.013 0.4% 3.232
Low 3.154 3.181 0.027 0.9% 2.962
Close 3.259 3.212 -0.047 -1.4% 3.171
Range 0.123 0.109 -0.014 -11.4% 0.270
ATR 0.099 0.100 0.001 0.7% 0.000
Volume 10,435 13,530 3,095 29.7% 80,709
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.555 3.492 3.272
R3 3.446 3.383 3.242
R2 3.337 3.337 3.232
R1 3.274 3.274 3.222 3.251
PP 3.228 3.228 3.228 3.216
S1 3.165 3.165 3.202 3.142
S2 3.119 3.119 3.192
S3 3.010 3.056 3.182
S4 2.901 2.947 3.152
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 3.290 2.962 0.328 10.2% 0.123 3.8% 76% True False 15,156
10 3.290 2.962 0.328 10.2% 0.102 3.2% 76% True False 13,912
20 3.433 2.962 0.471 14.7% 0.096 3.0% 53% False False 12,710
40 3.479 2.955 0.524 16.3% 0.094 2.9% 49% False False 11,648
60 3.479 2.909 0.570 17.7% 0.081 2.5% 53% False False 10,359
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 3.753
2.618 3.575
1.618 3.466
1.000 3.399
0.618 3.357
HIGH 3.290
0.618 3.248
0.500 3.236
0.382 3.223
LOW 3.181
0.618 3.114
1.000 3.072
1.618 3.005
2.618 2.896
4.250 2.718
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 3.236 3.217
PP 3.228 3.215
S1 3.220 3.214

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

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