NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 11-May-2011

Day Change Summary
	Previous	Current
	10-May-2011	11-May-2011	Change	Change %	Previous Week
Open	4.885	4.914	0.029	0.6%	5.286
High	4.927	4.943	0.016	0.3%	5.335
Low	4.841	4.842	0.001	0.0%	4.900
Close	4.908	4.866	-0.042	-0.9%	4.906
Range	0.086	0.101	0.015	17.4%	0.435
ATR
Volume	10,162	8,460	-1,702	-16.7%	69,933

Daily Pivots for day following 11-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.187	5.127	4.922
R3	5.086	5.026	4.894
R2	4.985	4.985	4.885
R1	4.925	4.925	4.875	4.905
PP	4.884	4.884	4.884	4.873
S1	4.824	4.824	4.857	4.804
S2	4.783	4.783	4.847
S3	4.682	4.723	4.838
S4	4.581	4.622	4.810

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	5.207	4.829	0.378	7.8%	0.134	2.7%	10%	False	False	12,457
10	5.335	4.829	0.506	10.4%	0.117	2.4%	7%	False	False	12,427

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.372
2.618	5.207
1.618	5.106
1.000	5.044
0.618	5.005
HIGH	4.943
0.618	4.904
0.500	4.893
0.382	4.881
LOW	4.842
0.618	4.780
1.000	4.741
1.618	4.679
2.618	4.578
4.250	4.413

Fisher Pivots for day following 11-May-2011
Pivot	1 day	3 day
R1	4.893	4.887
PP	4.884	4.880
S1	4.875	4.873

Download as Excel Spreadsheet

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

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