NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 3.380 3.321 -0.059 -1.7% 3.319
High 3.385 3.398 0.013 0.4% 3.441
Low 3.346 3.321 -0.025 -0.7% 3.284
Close 3.351 3.345 -0.006 -0.2% 3.351
Range 0.039 0.077 0.038 97.4% 0.157
ATR 0.086 0.085 -0.001 -0.7% 0.000
Volume 4,977 3,767 -1,210 -24.3% 20,056
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.586 3.542 3.387
R3 3.509 3.465 3.366
R2 3.432 3.432 3.359
R1 3.388 3.388 3.352 3.410
PP 3.355 3.355 3.355 3.366
S1 3.311 3.311 3.338 3.333
S2 3.278 3.278 3.331
S3 3.201 3.234 3.324
S4 3.124 3.157 3.303
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.830 3.747 3.437
R3 3.673 3.590 3.394
R2 3.516 3.516 3.380
R1 3.433 3.433 3.365 3.475
PP 3.359 3.359 3.359 3.379
S1 3.276 3.276 3.337 3.318
S2 3.202 3.202 3.322
S3 3.045 3.119 3.308
S4 2.888 2.962 3.265
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.441 3.321 0.120 3.6% 0.074 2.2% 20% False True 4,131
10 3.485 3.284 0.201 6.0% 0.075 2.2% 30% False False 4,659
20 3.812 3.284 0.528 15.8% 0.079 2.4% 12% False False 5,011
40 4.118 3.284 0.834 24.9% 0.085 2.5% 7% False False 4,297
60 4.200 3.284 0.916 27.4% 0.085 2.5% 7% False False 3,420
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.725
2.618 3.600
1.618 3.523
1.000 3.475
0.618 3.446
HIGH 3.398
0.618 3.369
0.500 3.360
0.382 3.350
LOW 3.321
0.618 3.273
1.000 3.244
1.618 3.196
2.618 3.119
4.250 2.994
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 3.360 3.381
PP 3.355 3.369
S1 3.350 3.357

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

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