NYMEX Natural Gas Future July 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 3.420 3.425 0.005 0.1% 3.372
High 3.445 3.460 0.015 0.4% 3.496
Low 3.405 3.385 -0.020 -0.6% 3.341
Close 3.410 3.404 -0.006 -0.2% 3.410
Range 0.040 0.075 0.035 87.5% 0.155
ATR 0.083 0.082 -0.001 -0.7% 0.000
Volume 3,258 2,129 -1,129 -34.7% 16,153
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.641 3.598 3.445
R3 3.566 3.523 3.425
R2 3.491 3.491 3.418
R1 3.448 3.448 3.411 3.432
PP 3.416 3.416 3.416 3.409
S1 3.373 3.373 3.397 3.357
S2 3.341 3.341 3.390
S3 3.266 3.298 3.383
S4 3.191 3.223 3.363
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.881 3.800 3.495
R3 3.726 3.645 3.453
R2 3.571 3.571 3.438
R1 3.490 3.490 3.424 3.531
PP 3.416 3.416 3.416 3.436
S1 3.335 3.335 3.396 3.376
S2 3.261 3.261 3.382
S3 3.106 3.180 3.367
S4 2.951 3.025 3.325
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.496 3.375 0.121 3.6% 0.072 2.1% 24% False False 3,134
10 3.537 3.341 0.196 5.8% 0.067 2.0% 32% False False 3,356
20 3.868 3.341 0.527 15.5% 0.076 2.2% 12% False False 3,881
40 4.162 3.341 0.821 24.1% 0.081 2.4% 8% False False 3,131
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 3.779
2.618 3.656
1.618 3.581
1.000 3.535
0.618 3.506
HIGH 3.460
0.618 3.431
0.500 3.423
0.382 3.414
LOW 3.385
0.618 3.339
1.000 3.310
1.618 3.264
2.618 3.189
4.250 3.066
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 3.423 3.441
PP 3.416 3.428
S1 3.410 3.416

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

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