NYMEX Natural Gas Future July 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 3.382 3.375 -0.007 -0.2% 3.372
High 3.417 3.375 -0.042 -1.2% 3.496
Low 3.361 3.262 -0.099 -2.9% 3.341
Close 3.366 3.279 -0.087 -2.6% 3.410
Range 0.056 0.113 0.057 101.8% 0.155
ATR 0.080 0.083 0.002 2.9% 0.000
Volume 1,657 3,346 1,689 101.9% 16,153
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 3.644 3.575 3.341
R3 3.531 3.462 3.310
R2 3.418 3.418 3.300
R1 3.349 3.349 3.289 3.327
PP 3.305 3.305 3.305 3.295
S1 3.236 3.236 3.269 3.214
S2 3.192 3.192 3.258
S3 3.079 3.123 3.248
S4 2.966 3.010 3.217
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 3.262 0.234 7.1% 0.075 2.3% 7% False True 3,012
10 3.496 3.262 0.234 7.1% 0.070 2.1% 7% False True 3,078
20 3.868 3.262 0.606 18.5% 0.077 2.3% 3% False True 3,795
40 4.060 3.262 0.798 24.3% 0.079 2.4% 2% False True 3,137
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 0.016
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 3.855
2.618 3.671
1.618 3.558
1.000 3.488
0.618 3.445
HIGH 3.375
0.618 3.332
0.500 3.319
0.382 3.305
LOW 3.262
0.618 3.192
1.000 3.149
1.618 3.079
2.618 2.966
4.250 2.782
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 3.319 3.361
PP 3.305 3.334
S1 3.292 3.306

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

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