NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 07-Sep-2011

Day Change Summary
	Previous	Current
	06-Sep-2011	07-Sep-2011	Change	Change %	Previous Week
Open	4.292	4.349	0.057	1.3%	4.285
High	4.373	4.436	0.063	1.4%	4.525
Low	4.292	4.333	0.041	1.0%	4.230
Close	4.373	4.355	-0.018	-0.4%	4.315
Range	0.081	0.103	0.022	27.2%	0.295
ATR	0.097	0.097	0.000	0.5%	0.000
Volume	1,937	2,360	423	21.8%	8,124

Daily Pivots for day following 07-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.684	4.622	4.412
R3	4.581	4.519	4.383
R2	4.478	4.478	4.374
R1	4.416	4.416	4.364	4.447
PP	4.375	4.375	4.375	4.390
S1	4.313	4.313	4.346	4.344
S2	4.272	4.272	4.336
S3	4.169	4.210	4.327
S4	4.066	4.107	4.298

Weekly Pivots for week ending 02-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.242	5.073	4.477
R3	4.947	4.778	4.396
R2	4.652	4.652	4.369
R1	4.483	4.483	4.342	4.568
PP	4.357	4.357	4.357	4.399
S1	4.188	4.188	4.288	4.273
S2	4.062	4.062	4.261
S3	3.767	3.893	4.234
S4	3.472	3.598	4.153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.525	4.289	0.236	5.4%	0.130	3.0%	28%	False	False	1,834
10	4.525	4.230	0.295	6.8%	0.107	2.5%	42%	False	False	1,553

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.874
2.618	4.706
1.618	4.603
1.000	4.539
0.618	4.500
HIGH	4.436
0.618	4.397
0.500	4.385
0.382	4.372
LOW	4.333
0.618	4.269
1.000	4.230
1.618	4.166
2.618	4.063
4.250	3.895

Fisher Pivots for day following 07-Sep-2011
Pivot	1 day	3 day
R1	4.385	4.374
PP	4.375	4.367
S1	4.365	4.361

Download as Excel Spreadsheet

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

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