NYMEX Natural Gas Future February 2012

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

Day Change Summary
	Previous	Current
	08-Aug-2011	09-Aug-2011	Change	Change %	Previous Week
Open	4.393	4.400	0.007	0.2%	4.588
High	4.469	4.510	0.041	0.9%	4.636
Low	4.363	4.399	0.036	0.8%	4.365
Close	4.441	4.486	0.045	1.0%	4.435
Range	0.106	0.111	0.005	4.7%	0.271
ATR	0.100	0.100	0.001	0.8%	0.000
Volume	10,054	5,181	-4,873	-48.5%	26,306

Daily Pivots for day following 09-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.798	4.753	4.547
R3	4.687	4.642	4.517
R2	4.576	4.576	4.506
R1	4.531	4.531	4.496	4.554
PP	4.465	4.465	4.465	4.476
S1	4.420	4.420	4.476	4.443
S2	4.354	4.354	4.466
S3	4.243	4.309	4.455
S4	4.132	4.198	4.425

Weekly Pivots for week ending 05-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.292	5.134	4.584
R3	5.021	4.863	4.510
R2	4.750	4.750	4.485
R1	4.592	4.592	4.460	4.536
PP	4.479	4.479	4.479	4.450
S1	4.321	4.321	4.410	4.265
S2	4.208	4.208	4.385
S3	3.937	4.050	4.360
S4	3.666	3.779	4.286

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.593	4.363	0.230	5.1%	0.112	2.5%	53%	False	False	6,572
10	4.753	4.363	0.390	8.7%	0.091	2.0%	32%	False	False	5,385
20	4.958	4.363	0.595	13.3%	0.094	2.1%	21%	False	False	3,967
40	5.115	4.363	0.752	16.8%	0.097	2.2%	16%	False	False	3,001

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	0.017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.982
2.618	4.801
1.618	4.690
1.000	4.621
0.618	4.579
HIGH	4.510
0.618	4.468
0.500	4.455
0.382	4.441
LOW	4.399
0.618	4.330
1.000	4.288
1.618	4.219
2.618	4.108
4.250	3.927

Fisher Pivots for day following 09-Aug-2011
Pivot	1 day	3 day
R1	4.476	4.470
PP	4.465	4.453
S1	4.455	4.437

Download as Excel Spreadsheet

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

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