NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 3.467 3.453 -0.014 -0.4% 3.734
High 3.467 3.485 0.018 0.5% 3.734
Low 3.407 3.425 0.018 0.5% 3.490
Close 3.441 3.478 0.037 1.1% 3.497
Range 0.060 0.060 0.000 0.0% 0.244
ATR 0.093 0.091 -0.002 -2.5% 0.000
Volume 7,877 5,672 -2,205 -28.0% 26,125
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.643 3.620 3.511
R3 3.583 3.560 3.495
R2 3.523 3.523 3.489
R1 3.500 3.500 3.484 3.512
PP 3.463 3.463 3.463 3.468
S1 3.440 3.440 3.473 3.452
S2 3.403 3.403 3.467
S3 3.343 3.380 3.462
S4 3.283 3.320 3.445
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 4.306 4.145 3.631
R3 4.062 3.901 3.564
R2 3.818 3.818 3.542
R1 3.657 3.657 3.519 3.616
PP 3.574 3.574 3.574 3.553
S1 3.413 3.413 3.475 3.372
S2 3.330 3.330 3.452
S3 3.086 3.169 3.430
S4 2.842 2.925 3.363
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.686 3.407 0.279 8.0% 0.082 2.3% 25% False False 6,164
10 3.812 3.407 0.405 11.6% 0.084 2.4% 18% False False 5,614
20 3.851 3.407 0.444 12.8% 0.090 2.6% 16% False False 4,847
40 4.118 3.407 0.711 20.4% 0.086 2.5% 10% False False 3,640
60 4.384 3.407 0.977 28.1% 0.084 2.4% 7% False False 2,937
Crabel Price Patterns
NR False
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 0.009
Fibonacci Retracements and Extensions
4.250 3.740
2.618 3.642
1.618 3.582
1.000 3.545
0.618 3.522
HIGH 3.485
0.618 3.462
0.500 3.455
0.382 3.448
LOW 3.425
0.618 3.388
1.000 3.365
1.618 3.328
2.618 3.268
4.250 3.170
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 3.470 3.507
PP 3.463 3.497
S1 3.455 3.488

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

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