NYMEX Natural Gas Future April 2012

Trading Metrics calculated at close of trading on 04-Aug-2011

Day Change Summary
	Previous	Current
	03-Aug-2011	04-Aug-2011	Change	Change %	Previous Week
Open	4.489	4.463	-0.026	-0.6%	4.662
High	4.499	4.463	-0.036	-0.8%	4.683
Low	4.425	4.306	-0.119	-2.7%	4.461
Close	4.443	4.332	-0.111	-2.5%	4.468
Range	0.074	0.157	0.083	112.2%	0.222
ATR	0.086	0.091	0.005	6.0%	0.000
Volume	6,022	9,034	3,012	50.0%	27,074

Daily Pivots for day following 04-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.838	4.742	4.418
R3	4.681	4.585	4.375
R2	4.524	4.524	4.361
R1	4.428	4.428	4.346	4.398
PP	4.367	4.367	4.367	4.352
S1	4.271	4.271	4.318	4.241
S2	4.210	4.210	4.303
S3	4.053	4.114	4.289
S4	3.896	3.957	4.246

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	4.538	4.306	0.232	5.4%	0.081	1.9%	11%	False	True	7,060
10	4.701	4.306	0.395	9.1%	0.080	1.9%	7%	False	True	5,800

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	5.130
2.618	4.874
1.618	4.717
1.000	4.620
0.618	4.560
HIGH	4.463
0.618	4.403
0.500	4.385
0.382	4.366
LOW	4.306
0.618	4.209
1.000	4.149
1.618	4.052
2.618	3.895
4.250	3.639

Fisher Pivots for day following 04-Aug-2011
Pivot	1 day	3 day
R1	4.385	4.422
PP	4.367	4.392
S1	4.350	4.362

Download as Excel Spreadsheet

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

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