NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 16-May-2011

Day Change Summary
	Previous	Current
	13-May-2011	16-May-2011	Change	Change %	Previous Week
Open	4.880	4.920	0.040	0.8%	4.932
High	4.937	4.997	0.060	1.2%	4.944
Low	4.850	4.869	0.019	0.4%	4.792
Close	4.923	4.985	0.062	1.3%	4.923
Range	0.087	0.128	0.041	47.1%	0.152
ATR	0.109	0.110	0.001	1.2%	0.000
Volume	8,298	4,689	-3,609	-43.5%	46,735

Daily Pivots for day following 16-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.334	5.288	5.055
R3	5.206	5.160	5.020
R2	5.078	5.078	5.008
R1	5.032	5.032	4.997	5.055
PP	4.950	4.950	4.950	4.962
S1	4.904	4.904	4.973	4.927
S2	4.822	4.822	4.962
S3	4.694	4.776	4.950
S4	4.566	4.648	4.915

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.342	5.285	5.007
R3	5.190	5.133	4.965
R2	5.038	5.038	4.951
R1	4.981	4.981	4.937	4.934
PP	4.886	4.886	4.886	4.863
S1	4.829	4.829	4.909	4.782
S2	4.734	4.734	4.895
S3	4.582	4.677	4.881
S4	4.430	4.525	4.839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.997	4.792	0.205	4.1%	0.103	2.1%	94%	True	False	7,896
10	5.335	4.792	0.543	10.9%	0.117	2.3%	36%	False	False	10,307

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	0.023
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5.541
2.618	5.332
1.618	5.204
1.000	5.125
0.618	5.076
HIGH	4.997
0.618	4.948
0.500	4.933
0.382	4.918
LOW	4.869
0.618	4.790
1.000	4.741
1.618	4.662
2.618	4.534
4.250	4.325

Fisher Pivots for day following 16-May-2011
Pivot	1 day	3 day
R1	4.968	4.955
PP	4.950	4.925
S1	4.933	4.895

Download as Excel Spreadsheet

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

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