NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 26-Jun-2012
Day Change Summary
Previous Current
25-Jun-2012 26-Jun-2012 Change Change % Previous Week
Open 3.318 3.281 -0.037 -1.1% 3.173
High 3.366 3.359 -0.007 -0.2% 3.308
Low 3.264 3.261 -0.003 -0.1% 3.154
Close 3.303 3.357 0.054 1.6% 3.288
Range 0.102 0.098 -0.004 -3.9% 0.154
ATR 0.101 0.101 0.000 -0.2% 0.000
Volume 9,567 15,662 6,095 63.7% 78,145
Daily Pivots for day following 26-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.620 3.586 3.411
R3 3.522 3.488 3.384
R2 3.424 3.424 3.375
R1 3.390 3.390 3.366 3.407
PP 3.326 3.326 3.326 3.334
S1 3.292 3.292 3.348 3.309
S2 3.228 3.228 3.339
S3 3.130 3.194 3.330
S4 3.032 3.096 3.303
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 3.366 3.193 0.173 5.2% 0.103 3.1% 95% False False 15,881
10 3.366 2.962 0.404 12.0% 0.113 3.4% 98% False False 15,519
20 3.366 2.962 0.404 12.0% 0.099 3.0% 98% False False 13,836
40 3.479 2.962 0.517 15.4% 0.096 2.9% 76% False False 12,336
60 3.479 2.909 0.570 17.0% 0.084 2.5% 79% False False 11,285
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 False
Stretch 0.022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.776
2.618 3.616
1.618 3.518
1.000 3.457
0.618 3.420
HIGH 3.359
0.618 3.322
0.500 3.310
0.382 3.298
LOW 3.261
0.618 3.200
1.000 3.163
1.618 3.102
2.618 3.004
4.250 2.845
Fisher Pivots for day following 26-Jun-2012
Pivot 1 day 3 day
R1 3.341 3.332
PP 3.326 3.307
S1 3.310 3.282

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

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