NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 25-Aug-2011

Day Change Summary
	Previous	Current
	24-Aug-2011	25-Aug-2011	Change	Change %	Previous Week
Open	4.316	4.276	-0.040	-0.9%	4.451
High	4.346	4.321	-0.025	-0.6%	4.481
Low	4.264	4.233	-0.031	-0.7%	4.303
Close	4.269	4.307	0.038	0.9%	4.371
Range	0.082	0.088	0.006	7.3%	0.178
ATR
Volume	1,402	898	-504	-35.9%	5,784

Daily Pivots for day following 25-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.551	4.517	4.355
R3	4.463	4.429	4.331
R2	4.375	4.375	4.323
R1	4.341	4.341	4.315	4.358
PP	4.287	4.287	4.287	4.296
S1	4.253	4.253	4.299	4.270
S2	4.199	4.199	4.291
S3	4.111	4.165	4.283
S4	4.023	4.077	4.259

Weekly Pivots for week ending 19-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.919	4.823	4.469
R3	4.741	4.645	4.420
R2	4.563	4.563	4.404
R1	4.467	4.467	4.387	4.426
PP	4.385	4.385	4.385	4.365
S1	4.289	4.289	4.355	4.248
S2	4.207	4.207	4.338
S3	4.029	4.111	4.322
S4	3.851	3.933	4.273

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.390	4.233	0.157	3.6%	0.080	1.9%	47%	False	True	1,023
10	4.527	4.233	0.294	6.8%	0.074	1.7%	25%	False	True	1,214

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.695
2.618	4.551
1.618	4.463
1.000	4.409
0.618	4.375
HIGH	4.321
0.618	4.287
0.500	4.277
0.382	4.267
LOW	4.233
0.618	4.179
1.000	4.145
1.618	4.091
2.618	4.003
4.250	3.859

Fisher Pivots for day following 25-Aug-2011
Pivot	1 day	3 day
R1	4.297	4.308
PP	4.287	4.308
S1	4.277	4.307

Download as Excel Spreadsheet

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

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