NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 3.345 3.309 -0.036 -1.1% 3.319
High 3.358 3.323 -0.035 -1.0% 3.441
Low 3.304 3.201 -0.103 -3.1% 3.284
Close 3.305 3.219 -0.086 -2.6% 3.351
Range 0.054 0.122 0.068 125.9% 0.157
ATR 0.083 0.086 0.003 3.4% 0.000
Volume 2,287 3,100 813 35.5% 20,056
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.614 3.538 3.286
R3 3.492 3.416 3.253
R2 3.370 3.370 3.241
R1 3.294 3.294 3.230 3.271
PP 3.248 3.248 3.248 3.236
S1 3.172 3.172 3.208 3.149
S2 3.126 3.126 3.197
S3 3.004 3.050 3.185
S4 2.882 2.928 3.152
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 3.201 0.240 7.5% 0.078 2.4% 8% False True 3,709
10 3.441 3.201 0.240 7.5% 0.076 2.4% 8% False True 4,229
20 3.812 3.201 0.611 19.0% 0.082 2.5% 3% False True 4,864
40 4.021 3.201 0.820 25.5% 0.083 2.6% 2% False True 4,271
60 4.182 3.201 0.981 30.5% 0.085 2.7% 2% False True 3,438
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 22 trading days
Fibonacci Retracements and Extensions
4.250 3.842
2.618 3.642
1.618 3.520
1.000 3.445
0.618 3.398
HIGH 3.323
0.618 3.276
0.500 3.262
0.382 3.248
LOW 3.201
0.618 3.126
1.000 3.079
1.618 3.004
2.618 2.882
4.250 2.683
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 3.262 3.300
PP 3.248 3.273
S1 3.233 3.246

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

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