NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 10-May-2011

Day Change Summary
	Previous	Current
	09-May-2011	10-May-2011	Change	Change %	Previous Week
Open	4.932	4.885	-0.047	-1.0%	5.286
High	4.944	4.927	-0.017	-0.3%	5.335
Low	4.829	4.841	0.012	0.2%	4.900
Close	4.837	4.908	0.071	1.5%	4.906
Range	0.115	0.086	-0.029	-25.2%	0.435
ATR
Volume	11,943	10,162	-1,781	-14.9%	69,933

Daily Pivots for day following 10-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.150	5.115	4.955
R3	5.064	5.029	4.932
R2	4.978	4.978	4.924
R1	4.943	4.943	4.916	4.961
PP	4.892	4.892	4.892	4.901
S1	4.857	4.857	4.900	4.875
S2	4.806	4.806	4.892
S3	4.720	4.771	4.884
S4	4.634	4.685	4.861

Weekly Pivots for week ending 06-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.352	6.064	5.145
R3	5.917	5.629	5.026
R2	5.482	5.482	4.986
R1	5.194	5.194	4.946	5.121
PP	5.047	5.047	5.047	5.010
S1	4.759	4.759	4.866	4.686
S2	4.612	4.612	4.826
S3	4.177	4.324	4.786
S4	3.742	3.889	4.667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.323	4.829	0.494	10.1%	0.139	2.8%	16%	False	False	12,321
10	5.335	4.829	0.506	10.3%	0.115	2.3%	16%	False	False	12,069

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.293
2.618	5.152
1.618	5.066
1.000	5.013
0.618	4.980
HIGH	4.927
0.618	4.894
0.500	4.884
0.382	4.874
LOW	4.841
0.618	4.788
1.000	4.755
1.618	4.702
2.618	4.616
4.250	4.476

Fisher Pivots for day following 10-May-2011
Pivot	1 day	3 day
R1	4.900	4.908
PP	4.892	4.907
S1	4.884	4.907

Download as Excel Spreadsheet

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

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