NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	5.144	5.193	0.049	1.0%	5.204
High	5.201	5.227	0.026	0.5%	5.330
Low	5.134	5.056	-0.078	-1.5%	5.099
Close	5.192	5.101	-0.091	-1.8%	5.192
Range	0.067	0.171	0.104	155.2%	0.231
ATR	0.112	0.116	0.004	3.8%	0.000
Volume	6,305	1,394	-4,911	-77.9%	12,206

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.641	5.542	5.195
R3	5.470	5.371	5.148
R2	5.299	5.299	5.132
R1	5.200	5.200	5.117	5.164
PP	5.128	5.128	5.128	5.110
S1	5.029	5.029	5.085	4.993
S2	4.957	4.957	5.070
S3	4.786	4.858	5.054
S4	4.615	4.687	5.007

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	5.056	0.274	5.4%	0.119	2.3%	16%	False	True	2,441
10	5.330	5.056	0.274	5.4%	0.107	2.1%	16%	False	True	2,220

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	5.954
2.618	5.675
1.618	5.504
1.000	5.398
0.618	5.333
HIGH	5.227
0.618	5.162
0.500	5.142
0.382	5.121
LOW	5.056
0.618	4.950
1.000	4.885
1.618	4.779
2.618	4.608
4.250	4.329

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	5.142	5.193
PP	5.128	5.162
S1	5.115	5.132

Download as Excel Spreadsheet

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

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