NYMEX Natural Gas Future June 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 3.309 3.186 -0.123 -3.7% 3.181
High 3.309 3.268 -0.041 -1.2% 3.310
Low 3.162 3.186 0.024 0.8% 3.129
Close 3.193 3.260 0.067 2.1% 3.260
Range 0.147 0.082 -0.065 -44.2% 0.181
ATR 0.094 0.093 -0.001 -0.9% 0.000
Volume 11,016 10,478 -538 -4.9% 30,791
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.484 3.454 3.305
R3 3.402 3.372 3.283
R2 3.320 3.320 3.275
R1 3.290 3.290 3.268 3.305
PP 3.238 3.238 3.238 3.246
S1 3.208 3.208 3.252 3.223
S2 3.156 3.156 3.245
S3 3.074 3.126 3.237
S4 2.992 3.044 3.215
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 3.776 3.699 3.360
R3 3.595 3.518 3.310
R2 3.414 3.414 3.293
R1 3.337 3.337 3.277 3.376
PP 3.233 3.233 3.233 3.252
S1 3.156 3.156 3.243 3.195
S2 3.052 3.052 3.227
S3 2.871 2.975 3.210
S4 2.690 2.794 3.160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.310 3.129 0.181 5.6% 0.109 3.3% 72% False False 7,100
10 3.441 3.129 0.312 9.6% 0.093 2.9% 42% False False 5,405
20 3.686 3.129 0.557 17.1% 0.086 2.7% 24% False False 5,336
40 3.922 3.129 0.793 24.3% 0.087 2.7% 17% False False 4,831
60 4.157 3.129 1.028 31.5% 0.088 2.7% 13% False False 3,899
80 4.478 3.129 1.349 41.4% 0.084 2.6% 10% False False 3,275
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 3.617
2.618 3.483
1.618 3.401
1.000 3.350
0.618 3.319
HIGH 3.268
0.618 3.237
0.500 3.227
0.382 3.217
LOW 3.186
0.618 3.135
1.000 3.104
1.618 3.053
2.618 2.971
4.250 2.838
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 3.249 3.252
PP 3.238 3.244
S1 3.227 3.236

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

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