NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 29-Sep-2011

Day Change Summary
	Previous	Current
	28-Sep-2011	29-Sep-2011	Change	Change %	Previous Week
Open	4.278	4.212	-0.066	-1.5%	4.338
High	4.285	4.274	-0.011	-0.3%	4.384
Low	4.223	4.167	-0.056	-1.3%	4.215
Close	4.233	4.206	-0.027	-0.6%	4.215
Range	0.062	0.107	0.045	72.6%	0.169
ATR	0.076	0.078	0.002	3.0%	0.000
Volume	981	720	-261	-26.6%	7,072

Daily Pivots for day following 29-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.537	4.478	4.265
R3	4.430	4.371	4.235
R2	4.323	4.323	4.226
R1	4.264	4.264	4.216	4.240
PP	4.216	4.216	4.216	4.204
S1	4.157	4.157	4.196	4.133
S2	4.109	4.109	4.186
S3	4.002	4.050	4.177
S4	3.895	3.943	4.147

Weekly Pivots for week ending 23-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.778	4.666	4.308
R3	4.609	4.497	4.261
R2	4.440	4.440	4.246
R1	4.328	4.328	4.230	4.300
PP	4.271	4.271	4.271	4.257
S1	4.159	4.159	4.200	4.131
S2	4.102	4.102	4.184
S3	3.933	3.990	4.169
S4	3.764	3.821	4.122

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.344	4.167	0.177	4.2%	0.074	1.8%	22%	False	True	1,413
10	4.384	4.167	0.217	5.2%	0.067	1.6%	18%	False	True	1,277

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	0.014
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.729
2.618	4.554
1.618	4.447
1.000	4.381
0.618	4.340
HIGH	4.274
0.618	4.233
0.500	4.221
0.382	4.208
LOW	4.167
0.618	4.101
1.000	4.060
1.618	3.994
2.618	3.887
4.250	3.712

Fisher Pivots for day following 29-Sep-2011
Pivot	1 day	3 day
R1	4.221	4.256
PP	4.216	4.239
S1	4.211	4.223

Download as Excel Spreadsheet

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

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