NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 29-Jun-2011

Day Change Summary
	Previous	Current
	28-Jun-2011	29-Jun-2011	Change	Change %	Previous Week
Open	4.690	4.759	0.069	1.5%	4.772
High	4.773	4.770	-0.003	-0.1%	4.873
Low	4.665	4.694	0.029	0.6%	4.639
Close	4.760	4.719	-0.041	-0.9%	4.689
Range	0.108	0.076	-0.032	-29.6%	0.234
ATR
Volume	1,884	6,656	4,772	253.3%	19,223

Daily Pivots for day following 29-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.956	4.913	4.761
R3	4.880	4.837	4.740
R2	4.804	4.804	4.733
R1	4.761	4.761	4.726	4.745
PP	4.728	4.728	4.728	4.719
S1	4.685	4.685	4.712	4.669
S2	4.652	4.652	4.705
S3	4.576	4.609	4.698
S4	4.500	4.533	4.677

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.436	5.296	4.818
R3	5.202	5.062	4.753
R2	4.968	4.968	4.732
R1	4.828	4.828	4.710	4.781
PP	4.734	4.734	4.734	4.710
S1	4.594	4.594	4.668	4.547
S2	4.500	4.500	4.646
S3	4.266	4.360	4.625
S4	4.032	4.126	4.560

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.792	4.633	0.159	3.4%	0.092	2.0%	54%	False	False	4,012
10	5.007	4.633	0.374	7.9%	0.096	2.0%	23%	False	False	4,263

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.093
2.618	4.969
1.618	4.893
1.000	4.846
0.618	4.817
HIGH	4.770
0.618	4.741
0.500	4.732
0.382	4.723
LOW	4.694
0.618	4.647
1.000	4.618
1.618	4.571
2.618	4.495
4.250	4.371

Fisher Pivots for day following 29-Jun-2011
Pivot	1 day	3 day
R1	4.732	4.714
PP	4.728	4.708
S1	4.723	4.703

Download as Excel Spreadsheet

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

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