NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	5.146	5.183	0.037	0.7%	5.090
High	5.289	5.238	-0.051	-1.0%	5.289
Low	5.146	5.143	-0.003	-0.1%	5.090
Close	5.230	5.161	-0.069	-1.3%	5.161
Range	0.143	0.095	-0.048	-33.6%	0.199
ATR	0.000	0.112	0.112		0.000
Volume	1,673	2,817	1,144	68.4%	8,606

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.466	5.408	5.213
R3	5.371	5.313	5.187
R2	5.276	5.276	5.178
R1	5.218	5.218	5.170	5.200
PP	5.181	5.181	5.181	5.171
S1	5.123	5.123	5.152	5.105
S2	5.086	5.086	5.144
S3	4.991	5.028	5.135
S4	4.896	4.933	5.109

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.777	5.668	5.270
R3	5.578	5.469	5.216
R2	5.379	5.379	5.197
R1	5.270	5.270	5.179	5.325
PP	5.180	5.180	5.180	5.207
S1	5.071	5.071	5.143	5.126
S2	4.981	4.981	5.125
S3	4.782	4.872	5.106
S4	4.583	4.673	5.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.289	4.948	0.341	6.6%	0.107	2.1%	62%	False	False	2,079
10	5.289	4.780	0.509	9.9%	0.113	2.2%	75%	False	False	1,586

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.642
2.618	5.487
1.618	5.392
1.000	5.333
0.618	5.297
HIGH	5.238
0.618	5.202
0.500	5.191
0.382	5.179
LOW	5.143
0.618	5.084
1.000	5.048
1.618	4.989
2.618	4.894
4.250	4.739

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	5.191	5.200
PP	5.181	5.187
S1	5.171	5.174

Download as Excel Spreadsheet

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

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