NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	4.759	4.740	-0.019	-0.4%	4.772
High	4.770	4.820	0.050	1.0%	4.873
Low	4.694	4.630	-0.064	-1.4%	4.639
Close	4.719	4.790	0.071	1.5%	4.689
Range	0.076	0.190	0.114	150.0%	0.234
ATR	0.000	0.104	0.104		0.000
Volume	6,656	4,298	-2,358	-35.4%	19,223

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.317	5.243	4.895
R3	5.127	5.053	4.842
R2	4.937	4.937	4.825
R1	4.863	4.863	4.807	4.900
PP	4.747	4.747	4.747	4.765
S1	4.673	4.673	4.773	4.710
S2	4.557	4.557	4.755
S3	4.367	4.483	4.738
S4	4.177	4.293	4.686

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	4.820	4.630	0.190	4.0%	0.100	2.1%	84%	True	True	4,125
10	4.894	4.630	0.264	5.5%	0.102	2.1%	61%	False	True	3,984

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	0.028
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	5.628
2.618	5.317
1.618	5.127
1.000	5.010
0.618	4.937
HIGH	4.820
0.618	4.747
0.500	4.725
0.382	4.703
LOW	4.630
0.618	4.513
1.000	4.440
1.618	4.323
2.618	4.133
4.250	3.823

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	4.768	4.768
PP	4.747	4.747
S1	4.725	4.725

Download as Excel Spreadsheet

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

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