NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 09-Jun-2011

Day Change Summary
	Previous	Current
	08-Jun-2011	09-Jun-2011	Change	Change %	Previous Week
Open	5.253	5.305	0.052	1.0%	5.090
High	5.288	5.330	0.042	0.8%	5.289
Low	5.220	5.099	-0.121	-2.3%	5.090
Close	5.281	5.122	-0.159	-3.0%	5.161
Range	0.068	0.231	0.163	239.7%	0.199
ATR	0.105	0.114	0.009	8.6%	0.000
Volume	1,072	1,646	574	53.5%	8,606

Daily Pivots for day following 09-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.877	5.730	5.249
R3	5.646	5.499	5.186
R2	5.415	5.415	5.164
R1	5.268	5.268	5.143	5.226
PP	5.184	5.184	5.184	5.163
S1	5.037	5.037	5.101	4.995
S2	4.953	4.953	5.080
S3	4.722	4.806	5.058
S4	4.491	4.575	4.995

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	5.330	5.099	0.231	4.5%	0.108	2.1%	10%	True	True	1,743
10	5.330	4.880	0.450	8.8%	0.113	2.2%	54%	True	False	1,722

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	0.018
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	6.312
2.618	5.935
1.618	5.704
1.000	5.561
0.618	5.473
HIGH	5.330
0.618	5.242
0.500	5.215
0.382	5.187
LOW	5.099
0.618	4.956
1.000	4.868
1.618	4.725
2.618	4.494
4.250	4.117

Fisher Pivots for day following 09-Jun-2011
Pivot	1 day	3 day
R1	5.215	5.215
PP	5.184	5.184
S1	5.153	5.153

Download as Excel Spreadsheet

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

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