NYMEX Natural Gas Future December 2012


Trading Metrics calculated at close of trading on 27-Jun-2012
Day Change Summary
Previous Current
26-Jun-2012 27-Jun-2012 Change Change % Previous Week
Open 3.281 3.370 0.089 2.7% 3.173
High 3.359 3.461 0.102 3.0% 3.308
Low 3.261 3.300 0.039 1.2% 3.154
Close 3.357 3.331 -0.026 -0.8% 3.288
Range 0.098 0.161 0.063 64.3% 0.154
ATR 0.101 0.105 0.004 4.3% 0.000
Volume 15,662 9,706 -5,956 -38.0% 78,145
Daily Pivots for day following 27-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.847 3.750 3.420
R3 3.686 3.589 3.375
R2 3.525 3.525 3.361
R1 3.428 3.428 3.346 3.396
PP 3.364 3.364 3.364 3.348
S1 3.267 3.267 3.316 3.235
S2 3.203 3.203 3.301
S3 3.042 3.106 3.287
S4 2.881 2.945 3.242
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 3.712 3.654 3.373
R3 3.558 3.500 3.330
R2 3.404 3.404 3.316
R1 3.346 3.346 3.302 3.375
PP 3.250 3.250 3.250 3.265
S1 3.192 3.192 3.274 3.221
S2 3.096 3.096 3.260
S3 2.942 3.038 3.246
S4 2.788 2.884 3.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3.461 3.198 0.263 7.9% 0.113 3.4% 51% True False 15,535
10 3.461 2.962 0.499 15.0% 0.125 3.7% 74% True False 14,821
20 3.461 2.962 0.499 15.0% 0.103 3.1% 74% True False 13,939
40 3.479 2.962 0.517 15.5% 0.099 3.0% 71% False False 12,356
60 3.479 2.909 0.570 17.1% 0.086 2.6% 74% False False 11,322
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 0.029
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.145
2.618 3.882
1.618 3.721
1.000 3.622
0.618 3.560
HIGH 3.461
0.618 3.399
0.500 3.381
0.382 3.362
LOW 3.300
0.618 3.201
1.000 3.139
1.618 3.040
2.618 2.879
4.250 2.616
Fisher Pivots for day following 27-Jun-2012
Pivot 1 day 3 day
R1 3.381 3.361
PP 3.364 3.351
S1 3.348 3.341

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

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