NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 31-Aug-2011

Day Change Summary
	Previous	Current
	30-Aug-2011	31-Aug-2011	Change	Change %	Previous Week
Open	4.255	4.290	0.035	0.8%	4.360
High	4.337	4.464	0.127	2.9%	4.383
Low	4.230	4.289	0.059	1.4%	4.233
Close	4.325	4.462	0.137	3.2%	4.342
Range	0.107	0.175	0.068	63.6%	0.150
ATR	0.083	0.089	0.007	8.0%	0.000
Volume	2,508	1,182	-1,326	-52.9%	4,439

Daily Pivots for day following 31-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.930	4.871	4.558
R3	4.755	4.696	4.510
R2	4.580	4.580	4.494
R1	4.521	4.521	4.478	4.551
PP	4.405	4.405	4.405	4.420
S1	4.346	4.346	4.446	4.376
S2	4.230	4.230	4.430
S3	4.055	4.171	4.414
S4	3.880	3.996	4.366

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	4.464	4.230	0.234	5.2%	0.103	2.3%	99%	True	False	1,228
10	4.464	4.230	0.234	5.2%	0.093	2.1%	99%	True	False	1,138

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	0.020
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.208
2.618	4.922
1.618	4.747
1.000	4.639
0.618	4.572
HIGH	4.464
0.618	4.397
0.500	4.377
0.382	4.356
LOW	4.289
0.618	4.181
1.000	4.114
1.618	4.006
2.618	3.831
4.250	3.545

Fisher Pivots for day following 31-Aug-2011
Pivot	1 day	3 day
R1	4.434	4.424
PP	4.405	4.385
S1	4.377	4.347

Download as Excel Spreadsheet

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

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