NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 03-Oct-2011

Day Change Summary
	Previous	Current
	30-Sep-2011	03-Oct-2011	Change	Change %	Previous Week
Open	4.195	4.184	-0.011	-0.3%	4.200
High	4.236	4.200	-0.036	-0.8%	4.344
Low	4.165	4.119	-0.046	-1.1%	4.165
Close	4.168	4.132	-0.036	-0.9%	4.168
Range	0.071	0.081	0.010	14.1%	0.179
ATR	0.077	0.078	0.000	0.3%	0.000
Volume	1,258	2,801	1,543	122.7%	5,569

Daily Pivots for day following 03-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.393	4.344	4.177
R3	4.312	4.263	4.154
R2	4.231	4.231	4.147
R1	4.182	4.182	4.139	4.166
PP	4.150	4.150	4.150	4.143
S1	4.101	4.101	4.125	4.085
S2	4.069	4.069	4.117
S3	3.988	4.020	4.110
S4	3.907	3.939	4.087

Weekly Pivots for week ending 30-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.763	4.644	4.266
R3	4.584	4.465	4.217
R2	4.405	4.405	4.201
R1	4.286	4.286	4.184	4.256
PP	4.226	4.226	4.226	4.211
S1	4.107	4.107	4.152	4.077
S2	4.047	4.047	4.135
S3	3.868	3.928	4.119
S4	3.689	3.749	4.070

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.344	4.119	0.225	5.4%	0.079	1.9%	6%	False	True	1,389
10	4.384	4.119	0.265	6.4%	0.072	1.7%	5%	False	True	1,474

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.544
2.618	4.412
1.618	4.331
1.000	4.281
0.618	4.250
HIGH	4.200
0.618	4.169
0.500	4.160
0.382	4.150
LOW	4.119
0.618	4.069
1.000	4.038
1.618	3.988
2.618	3.907
4.250	3.775

Fisher Pivots for day following 03-Oct-2011
Pivot	1 day	3 day
R1	4.160	4.197
PP	4.150	4.175
S1	4.141	4.154

Download as Excel Spreadsheet

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

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