NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 03-Jan-2012
Day Change Summary
Previous Current
30-Dec-2011 03-Jan-2012 Change Change % Previous Week
Open 3.200 3.181 -0.019 -0.6% 3.321
High 3.220 3.244 0.024 0.7% 3.398
Low 3.150 3.129 -0.021 -0.7% 3.150
Close 3.182 3.189 0.007 0.2% 3.182
Range 0.070 0.115 0.045 64.3% 0.248
ATR 0.085 0.087 0.002 2.6% 0.000
Volume 4,713 4,093 -620 -13.2% 13,867
Daily Pivots for day following 03-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.532 3.476 3.252
R3 3.417 3.361 3.221
R2 3.302 3.302 3.210
R1 3.246 3.246 3.200 3.274
PP 3.187 3.187 3.187 3.202
S1 3.131 3.131 3.178 3.159
S2 3.072 3.072 3.168
S3 2.957 3.016 3.157
S4 2.842 2.901 3.126
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.987 3.833 3.318
R3 3.739 3.585 3.250
R2 3.491 3.491 3.227
R1 3.337 3.337 3.205 3.290
PP 3.243 3.243 3.243 3.220
S1 3.089 3.089 3.159 3.042
S2 2.995 2.995 3.137
S3 2.747 2.841 3.114
S4 2.499 2.593 3.046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.398 3.129 0.269 8.4% 0.088 2.7% 22% False True 3,592
10 3.441 3.129 0.312 9.8% 0.080 2.5% 19% False True 3,801
20 3.734 3.129 0.605 19.0% 0.083 2.6% 10% False True 4,739
40 3.991 3.129 0.862 27.0% 0.085 2.7% 7% False True 4,369
60 4.157 3.129 1.028 32.2% 0.086 2.7% 6% False True 3,530
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 False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.733
2.618 3.545
1.618 3.430
1.000 3.359
0.618 3.315
HIGH 3.244
0.618 3.200
0.500 3.187
0.382 3.173
LOW 3.129
0.618 3.058
1.000 3.014
1.618 2.943
2.618 2.828
4.250 2.640
Fisher Pivots for day following 03-Jan-2012
Pivot 1 day 3 day
R1 3.188 3.226
PP 3.187 3.214
S1 3.187 3.201

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

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