NYMEX Natural Gas Future May 2012

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

Day Change Summary
	Previous	Current
	29-Aug-2011	30-Aug-2011	Change	Change %	Previous Week
Open	4.285	4.255	-0.030	-0.7%	4.360
High	4.343	4.337	-0.006	-0.1%	4.383
Low	4.273	4.230	-0.043	-1.0%	4.233
Close	4.269	4.325	0.056	1.3%	4.342
Range	0.070	0.107	0.037	52.9%	0.150
ATR	0.000	0.083	0.083		0.000
Volume	739	2,508	1,769	239.4%	4,439

Daily Pivots for day following 30-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.618	4.579	4.384
R3	4.511	4.472	4.354
R2	4.404	4.404	4.345
R1	4.365	4.365	4.335	4.385
PP	4.297	4.297	4.297	4.307
S1	4.258	4.258	4.315	4.278
S2	4.190	4.190	4.305
S3	4.083	4.151	4.296
S4	3.976	4.044	4.266

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.769	4.706	4.425
R3	4.619	4.556	4.383
R2	4.469	4.469	4.370
R1	4.406	4.406	4.356	4.363
PP	4.319	4.319	4.319	4.298
S1	4.256	4.256	4.328	4.213
S2	4.169	4.169	4.315
S3	4.019	4.106	4.301
S4	3.869	3.956	4.260

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.366	4.230	0.136	3.1%	0.085	2.0%	70%	False	True	1,272
10	4.420	4.230	0.190	4.4%	0.082	1.9%	50%	False	True	1,121

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	0.022
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	4.792
2.618	4.617
1.618	4.510
1.000	4.444
0.618	4.403
HIGH	4.337
0.618	4.296
0.500	4.284
0.382	4.271
LOW	4.230
0.618	4.164
1.000	4.123
1.618	4.057
2.618	3.950
4.250	3.775

Fisher Pivots for day following 30-Aug-2011
Pivot	1 day	3 day
R1	4.311	4.316
PP	4.297	4.307
S1	4.284	4.298

Download as Excel Spreadsheet

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

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