NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 22-Dec-2011
Day Change Summary
Previous Current
21-Dec-2011 22-Dec-2011 Change Change % Previous Week
Open 3.367 3.430 0.063 1.9% 3.467
High 3.434 3.441 0.007 0.2% 3.485
Low 3.340 3.344 0.004 0.1% 3.321
Close 3.399 3.400 0.001 0.0% 3.353
Range 0.094 0.097 0.003 3.2% 0.164
ATR 0.087 0.088 0.001 0.8% 0.000
Volume 4,101 4,416 315 7.7% 30,647
Daily Pivots for day following 22-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.686 3.640 3.453
R3 3.589 3.543 3.427
R2 3.492 3.492 3.418
R1 3.446 3.446 3.409 3.421
PP 3.395 3.395 3.395 3.382
S1 3.349 3.349 3.391 3.324
S2 3.298 3.298 3.382
S3 3.201 3.252 3.373
S4 3.104 3.155 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 3.441 3.284 0.157 4.6% 0.076 2.2% 74% True False 3,963
10 3.606 3.284 0.322 9.5% 0.081 2.4% 36% False False 5,316
20 3.851 3.284 0.567 16.7% 0.087 2.6% 20% False False 4,815
40 4.118 3.284 0.834 24.5% 0.087 2.5% 14% False False 4,165
60 4.274 3.284 0.990 29.1% 0.086 2.5% 12% False False 3,307
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 0.018
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 3.853
2.618 3.695
1.618 3.598
1.000 3.538
0.618 3.501
HIGH 3.441
0.618 3.404
0.500 3.393
0.382 3.381
LOW 3.344
0.618 3.284
1.000 3.247
1.618 3.187
2.618 3.090
4.250 2.932
Fisher Pivots for day following 22-Dec-2011
Pivot 1 day 3 day
R1 3.398 3.394
PP 3.395 3.387
S1 3.393 3.381

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

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