NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 02-Aug-2011

Day Change Summary
	Previous	Current
	01-Aug-2011	02-Aug-2011	Change	Change %	Previous Week
Open	4.465	4.512	0.047	1.1%	4.662
High	4.524	4.538	0.014	0.3%	4.683
Low	4.465	4.470	0.005	0.1%	4.461
Close	4.512	4.489	-0.023	-0.5%	4.468
Range	0.059	0.068	0.009	15.3%	0.222
ATR	0.000	0.086	0.086		0.000
Volume	5,132	4,696	-436	-8.5%	27,074

Daily Pivots for day following 02-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.703	4.664	4.526
R3	4.635	4.596	4.508
R2	4.567	4.567	4.501
R1	4.528	4.528	4.495	4.514
PP	4.499	4.499	4.499	4.492
S1	4.460	4.460	4.483	4.446
S2	4.431	4.431	4.477
S3	4.363	4.392	4.470
S4	4.295	4.324	4.452

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.203	5.058	4.590
R3	4.981	4.836	4.529
R2	4.759	4.759	4.509
R1	4.614	4.614	4.488	4.576
PP	4.537	4.537	4.537	4.518
S1	4.392	4.392	4.448	4.354
S2	4.315	4.315	4.427
S3	4.093	4.170	4.407
S4	3.871	3.948	4.346

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.627	4.461	0.166	3.7%	0.070	1.6%	17%	False	False	5,621
10	4.801	4.461	0.340	7.6%	0.081	1.8%	8%	False	False	5,332

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	0.021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.827
2.618	4.716
1.618	4.648
1.000	4.606
0.618	4.580
HIGH	4.538
0.618	4.512
0.500	4.504
0.382	4.496
LOW	4.470
0.618	4.428
1.000	4.402
1.618	4.360
2.618	4.292
4.250	4.181

Fisher Pivots for day following 02-Aug-2011
Pivot	1 day	3 day
R1	4.504	4.500
PP	4.499	4.496
S1	4.494	4.493

Download as Excel Spreadsheet

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

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