NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 21-Dec-2011
Day Change Summary
Previous Current
20-Dec-2011 21-Dec-2011 Change Change % Previous Week
Open 3.337 3.367 0.030 0.9% 3.467
High 3.385 3.434 0.049 1.4% 3.485
Low 3.321 3.340 0.019 0.6% 3.321
Close 3.365 3.399 0.034 1.0% 3.353
Range 0.064 0.094 0.030 46.9% 0.164
ATR 0.087 0.087 0.001 0.6% 0.000
Volume 3,395 4,101 706 20.8% 30,647
Daily Pivots for day following 21-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.673 3.630 3.451
R3 3.579 3.536 3.425
R2 3.485 3.485 3.416
R1 3.442 3.442 3.408 3.464
PP 3.391 3.391 3.391 3.402
S1 3.348 3.348 3.390 3.370
S2 3.297 3.297 3.382
S3 3.203 3.254 3.373
S4 3.109 3.160 3.347
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 3.434 3.284 0.150 4.4% 0.074 2.2% 77% True False 4,749
10 3.686 3.284 0.402 11.8% 0.080 2.3% 29% False False 5,266
20 3.851 3.284 0.567 16.7% 0.088 2.6% 20% False False 4,747
40 4.118 3.284 0.834 24.5% 0.087 2.5% 14% False False 4,081
60 4.285 3.284 1.001 29.4% 0.085 2.5% 11% False False 3,250
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 3.834
2.618 3.680
1.618 3.586
1.000 3.528
0.618 3.492
HIGH 3.434
0.618 3.398
0.500 3.387
0.382 3.376
LOW 3.340
0.618 3.282
1.000 3.246
1.618 3.188
2.618 3.094
4.250 2.941
Fisher Pivots for day following 21-Dec-2011
Pivot 1 day 3 day
R1 3.395 3.386
PP 3.391 3.372
S1 3.387 3.359

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

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