NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	3.229	3.265	0.036	1.1%	3.173
High	3.301	3.303	0.002	0.1%	3.308
Low	3.204	3.198	-0.006	-0.2%	3.154
Close	3.244	3.288	0.044	1.4%	3.288
Range	0.097	0.105	0.008	8.2%	0.154
ATR	0.101	0.101	0.000	0.3%	0.000
Volume	19,142	23,598	4,456	23.3%	78,145

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.578	3.538	3.346
R3	3.473	3.433	3.317
R2	3.368	3.368	3.307
R1	3.328	3.328	3.298	3.348
PP	3.263	3.263	3.263	3.273
S1	3.223	3.223	3.278	3.243
S2	3.158	3.158	3.269
S3	3.053	3.118	3.259
S4	2.948	3.013	3.230

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.712	3.654	3.373
R3	3.558	3.500	3.330
R2	3.404	3.404	3.316
R1	3.346	3.346	3.302	3.375
PP	3.250	3.250	3.250	3.265
S1	3.192	3.192	3.274	3.221
S2	3.096	3.096	3.260
S3	2.942	3.038	3.246
S4	2.788	2.884	3.203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.308	3.154	0.154	4.7%	0.110	3.3%	87%	False	False	15,629
10	3.308	2.962	0.346	10.5%	0.107	3.3%	94%	False	False	15,885
20	3.330	2.962	0.368	11.2%	0.099	3.0%	89%	False	False	13,808
40	3.479	2.962	0.517	15.7%	0.096	2.9%	63%	False	False	12,229
60	3.479	2.909	0.570	17.3%	0.084	2.5%	66%	False	False	11,064

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.749
2.618	3.578
1.618	3.473
1.000	3.408
0.618	3.368
HIGH	3.303
0.618	3.263
0.500	3.251
0.382	3.238
LOW	3.198
0.618	3.133
1.000	3.093
1.618	3.028
2.618	2.923
4.250	2.752

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	3.276	3.276
PP	3.263	3.263
S1	3.251	3.251

Download as Excel Spreadsheet

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

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