NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 05-Jul-2011

Day Change Summary
	Previous	Current
	01-Jul-2011	05-Jul-2011	Change	Change %	Previous Week
Open	4.785	4.714	-0.071	-1.5%	4.658
High	4.793	4.805	0.012	0.3%	4.820
Low	4.732	4.704	-0.028	-0.6%	4.630
Close	4.750	4.794	0.044	0.9%	4.750
Range	0.061	0.101	0.040	65.6%	0.190
ATR	0.101	0.101	0.000	0.0%	0.000
Volume	8,275	3,088	-5,187	-62.7%	24,094

Daily Pivots for day following 05-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.071	5.033	4.850
R3	4.970	4.932	4.822
R2	4.869	4.869	4.813
R1	4.831	4.831	4.803	4.850
PP	4.768	4.768	4.768	4.777
S1	4.730	4.730	4.785	4.749
S2	4.667	4.667	4.775
S3	4.566	4.629	4.766
S4	4.465	4.528	4.738

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.303	5.217	4.855
R3	5.113	5.027	4.802
R2	4.923	4.923	4.785
R1	4.837	4.837	4.767	4.880
PP	4.733	4.733	4.733	4.755
S1	4.647	4.647	4.733	4.690
S2	4.543	4.543	4.715
S3	4.353	4.457	4.698
S4	4.163	4.267	4.646

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%	0.107	2.2%	86%	False	False	4,840
10	4.873	4.630	0.243	5.1%	0.099	2.1%	67%	False	False	4,260

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.234
2.618	5.069
1.618	4.968
1.000	4.906
0.618	4.867
HIGH	4.805
0.618	4.766
0.500	4.755
0.382	4.743
LOW	4.704
0.618	4.642
1.000	4.603
1.618	4.541
2.618	4.440
4.250	4.275

Fisher Pivots for day following 05-Jul-2011
Pivot	1 day	3 day
R1	4.781	4.771
PP	4.768	4.748
S1	4.755	4.725

Download as Excel Spreadsheet

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

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