NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	4.290	4.479	0.189	4.4%	4.360
High	4.464	4.525	0.061	1.4%	4.383
Low	4.289	4.400	0.111	2.6%	4.233
Close	4.462	4.469	0.007	0.2%	4.342
Range	0.175	0.125	-0.050	-28.6%	0.150
ATR	0.089	0.092	0.003	2.9%	0.000
Volume	1,182	1,904	722	61.1%	4,439

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.840	4.779	4.538
R3	4.715	4.654	4.503
R2	4.590	4.590	4.492
R1	4.529	4.529	4.480	4.497
PP	4.465	4.465	4.465	4.449
S1	4.404	4.404	4.458	4.372
S2	4.340	4.340	4.446
S3	4.215	4.279	4.435
S4	4.090	4.154	4.400

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	4.525	4.230	0.295	6.6%	0.111	2.5%	81%	True	False	1,429
10	4.525	4.230	0.295	6.6%	0.096	2.1%	81%	True	False	1,226

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.056
2.618	4.852
1.618	4.727
1.000	4.650
0.618	4.602
HIGH	4.525
0.618	4.477
0.500	4.463
0.382	4.448
LOW	4.400
0.618	4.323
1.000	4.275
1.618	4.198
2.618	4.073
4.250	3.869

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	4.467	4.439
PP	4.465	4.408
S1	4.463	4.378

Download as Excel Spreadsheet

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

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