NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 20-May-2011

Day Change Summary
	Previous	Current
	19-May-2011	20-May-2011	Change	Change %	Previous Week
Open	4.889	4.800	-0.089	-1.8%	4.920
High	4.894	4.950	0.056	1.1%	4.997
Low	4.809	4.786	-0.023	-0.5%	4.786
Close	4.814	4.911	0.097	2.0%	4.911
Range	0.085	0.164	0.079	92.9%	0.211
ATR	0.107	0.111	0.004	3.8%	0.000
Volume	5,008	10,373	5,365	107.1%	40,068

Daily Pivots for day following 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.374	5.307	5.001
R3	5.210	5.143	4.956
R2	5.046	5.046	4.941
R1	4.979	4.979	4.926	5.013
PP	4.882	4.882	4.882	4.899
S1	4.815	4.815	4.896	4.849
S2	4.718	4.718	4.881
S3	4.554	4.651	4.866
S4	4.390	4.487	4.821

Weekly Pivots for week ending 20-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.531	5.432	5.027
R3	5.320	5.221	4.969
R2	5.109	5.109	4.950
R1	5.010	5.010	4.930	4.954
PP	4.898	4.898	4.898	4.870
S1	4.799	4.799	4.892	4.743
S2	4.687	4.687	4.872
S3	4.476	4.588	4.853
S4	4.265	4.377	4.795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.997	4.786	0.211	4.3%	0.113	2.3%	59%	False	True	8,013
10	4.997	4.786	0.211	4.3%	0.107	2.2%	59%	False	True	8,680

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5.647
2.618	5.379
1.618	5.215
1.000	5.114
0.618	5.051
HIGH	4.950
0.618	4.887
0.500	4.868
0.382	4.849
LOW	4.786
0.618	4.685
1.000	4.622
1.618	4.521
2.618	4.357
4.250	4.089

Fisher Pivots for day following 20-May-2011
Pivot	1 day	3 day
R1	4.897	4.897
PP	4.882	4.882
S1	4.868	4.868

Download as Excel Spreadsheet

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

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