NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	5.305	5.144	-0.161	-3.0%	5.204
High	5.330	5.201	-0.129	-2.4%	5.330
Low	5.099	5.134	0.035	0.7%	5.099
Close	5.122	5.192	0.070	1.4%	5.192
Range	0.231	0.067	-0.164	-71.0%	0.231
ATR	0.114	0.112	-0.003	-2.2%	0.000
Volume	1,646	6,305	4,659	283.0%	12,206

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.377	5.351	5.229
R3	5.310	5.284	5.210
R2	5.243	5.243	5.204
R1	5.217	5.217	5.198	5.230
PP	5.176	5.176	5.176	5.182
S1	5.150	5.150	5.186	5.163
S2	5.109	5.109	5.180
S3	5.042	5.083	5.174
S4	4.975	5.016	5.155

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.900	5.777	5.319
R3	5.669	5.546	5.256
R2	5.438	5.438	5.234
R1	5.315	5.315	5.213	5.261
PP	5.207	5.207	5.207	5.180
S1	5.084	5.084	5.171	5.030
S2	4.976	4.976	5.150
S3	4.745	4.853	5.128
S4	4.514	4.622	5.065

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	4.4%	0.102	2.0%	40%	False	False	2,441
10	5.330	4.948	0.382	7.4%	0.105	2.0%	64%	False	False	2,260

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.486
2.618	5.376
1.618	5.309
1.000	5.268
0.618	5.242
HIGH	5.201
0.618	5.175
0.500	5.168
0.382	5.160
LOW	5.134
0.618	5.093
1.000	5.067
1.618	5.026
2.618	4.959
4.250	4.849

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	5.184	5.215
PP	5.176	5.207
S1	5.168	5.200

Download as Excel Spreadsheet

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

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