NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	4.078	4.010	-0.068	-1.7%	4.176
High	4.086	4.051	-0.035	-0.9%	4.201
Low	3.990	3.979	-0.011	-0.3%	3.977
Close	4.014	4.000	-0.014	-0.3%	4.028
Range	0.096	0.072	-0.024	-25.0%	0.224
ATR
Volume	1,525	1,177	-348	-22.8%	14,813

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.226	4.185	4.040
R3	4.154	4.113	4.020
R2	4.082	4.082	4.013
R1	4.041	4.041	4.007	4.026
PP	4.010	4.010	4.010	4.002
S1	3.969	3.969	3.993	3.954
S2	3.938	3.938	3.987
S3	3.866	3.897	3.980
S4	3.794	3.825	3.960

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.741	4.608	4.151
R3	4.517	4.384	4.090
R2	4.293	4.293	4.069
R1	4.160	4.160	4.049	4.115
PP	4.069	4.069	4.069	4.046
S1	3.936	3.936	4.007	3.891
S2	3.845	3.845	3.987
S3	3.621	3.712	3.966
S4	3.397	3.488	3.905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.086	3.977	0.109	2.7%	0.079	2.0%	21%	False	False	1,377
10	4.201	3.977	0.224	5.6%	0.091	2.3%	10%	False	False	2,037

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.357
2.618	4.239
1.618	4.167
1.000	4.123
0.618	4.095
HIGH	4.051
0.618	4.023
0.500	4.015
0.382	4.007
LOW	3.979
0.618	3.935
1.000	3.907
1.618	3.863
2.618	3.791
4.250	3.673

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	4.015	4.033
PP	4.010	4.022
S1	4.005	4.011

Download as Excel Spreadsheet

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

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