NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	5.090	5.169	0.079	1.6%	4.922
High	5.180	5.173	-0.007	-0.1%	5.092
Low	5.090	5.111	0.021	0.4%	4.880
Close	5.165	5.138	-0.027	-0.5%	5.072
Range	0.090	0.062	-0.028	-31.1%	0.212
ATR
Volume	2,036	2,080	44	2.2%	5,653

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.327	5.294	5.172
R3	5.265	5.232	5.155
R2	5.203	5.203	5.149
R1	5.170	5.170	5.144	5.156
PP	5.141	5.141	5.141	5.133
S1	5.108	5.108	5.132	5.094
S2	5.079	5.079	5.127
S3	5.017	5.046	5.121
S4	4.955	4.984	5.104

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.651	5.573	5.189
R3	5.439	5.361	5.130
R2	5.227	5.227	5.111
R1	5.149	5.149	5.091	5.188
PP	5.015	5.015	5.015	5.034
S1	4.937	4.937	5.053	4.976
S2	4.803	4.803	5.033
S3	4.591	4.725	5.014
S4	4.379	4.513	4.955

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.180	4.880	0.300	5.8%	0.099	1.9%	86%	False	False	1,532
10	5.180	4.780	0.400	7.8%	0.103	2.0%	90%	False	False	1,423

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.437
2.618	5.335
1.618	5.273
1.000	5.235
0.618	5.211
HIGH	5.173
0.618	5.149
0.500	5.142
0.382	5.135
LOW	5.111
0.618	5.073
1.000	5.049
1.618	5.011
2.618	4.949
4.250	4.848

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	5.142	5.113
PP	5.141	5.089
S1	5.139	5.064

Download as Excel Spreadsheet

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

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