NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	5.169	5.146	-0.023	-0.4%	4.922
High	5.173	5.289	0.116	2.2%	5.092
Low	5.111	5.146	0.035	0.7%	4.880
Close	5.138	5.230	0.092	1.8%	5.072
Range	0.062	0.143	0.081	130.6%	0.212
ATR
Volume	2,080	1,673	-407	-19.6%	5,653

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.651	5.583	5.309
R3	5.508	5.440	5.269
R2	5.365	5.365	5.256
R1	5.297	5.297	5.243	5.331
PP	5.222	5.222	5.222	5.239
S1	5.154	5.154	5.217	5.188
S2	5.079	5.079	5.204
S3	4.936	5.011	5.191
S4	4.793	4.868	5.151

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	5.289	4.880	0.409	7.8%	0.119	2.3%	86%	True	False	1,701
10	5.289	4.780	0.509	9.7%	0.112	2.1%	88%	True	False	1,413

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	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.897
2.618	5.663
1.618	5.520
1.000	5.432
0.618	5.377
HIGH	5.289
0.618	5.234
0.500	5.218
0.382	5.201
LOW	5.146
0.618	5.058
1.000	5.003
1.618	4.915
2.618	4.772
4.250	4.538

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	5.226	5.217
PP	5.222	5.203
S1	5.218	5.190

Download as Excel Spreadsheet

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

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