NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 3.376 3.349 -0.027 -0.8% 3.467
High 3.414 3.385 -0.029 -0.8% 3.485
Low 3.330 3.321 -0.009 -0.3% 3.321
Close 3.356 3.353 -0.003 -0.1% 3.353
Range 0.084 0.064 -0.020 -23.8% 0.164
ATR 0.092 0.090 -0.002 -2.2% 0.000
Volume 8,346 4,737 -3,609 -43.2% 30,647
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.545 3.513 3.388
R3 3.481 3.449 3.371
R2 3.417 3.417 3.365
R1 3.385 3.385 3.359 3.401
PP 3.353 3.353 3.353 3.361
S1 3.321 3.321 3.347 3.337
S2 3.289 3.289 3.341
S3 3.225 3.257 3.335
S4 3.161 3.193 3.318
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.878 3.780 3.443
R3 3.714 3.616 3.398
R2 3.550 3.550 3.383
R1 3.452 3.452 3.368 3.419
PP 3.386 3.386 3.386 3.370
S1 3.288 3.288 3.338 3.255
S2 3.222 3.222 3.323
S3 3.058 3.124 3.308
S4 2.894 2.960 3.263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.485 3.321 0.164 4.9% 0.075 2.2% 20% False True 6,129
10 3.734 3.321 0.413 12.3% 0.086 2.6% 8% False True 5,677
20 3.851 3.321 0.530 15.8% 0.089 2.7% 6% False True 5,083
40 4.118 3.321 0.797 23.8% 0.087 2.6% 4% False True 3,929
60 4.344 3.321 1.023 30.5% 0.085 2.5% 3% False True 3,162
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 0.013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 3.657
2.618 3.553
1.618 3.489
1.000 3.449
0.618 3.425
HIGH 3.385
0.618 3.361
0.500 3.353
0.382 3.345
LOW 3.321
0.618 3.281
1.000 3.257
1.618 3.217
2.618 3.153
4.250 3.049
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 3.353 3.394
PP 3.353 3.380
S1 3.353 3.367

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

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