NYMEX Natural Gas Future June 2012

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

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	4.092	4.141	0.049	1.2%	4.184
High	4.140	4.141	0.001	0.0%	4.200
Low	4.065	4.044	-0.021	-0.5%	4.044
Close	4.138	4.051	-0.087	-2.1%	4.051
Range	0.075	0.097	0.022	29.3%	0.156
ATR	0.076	0.078	0.001	2.0%	0.000
Volume	1,490	1,759	269	18.1%	9,376

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.370	4.307	4.104
R3	4.273	4.210	4.078
R2	4.176	4.176	4.069
R1	4.113	4.113	4.060	4.096
PP	4.079	4.079	4.079	4.070
S1	4.016	4.016	4.042	3.999
S2	3.982	3.982	4.033
S3	3.885	3.919	4.024
S4	3.788	3.822	3.998

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.566	4.465	4.137
R3	4.410	4.309	4.094
R2	4.254	4.254	4.080
R1	4.153	4.153	4.065	4.126
PP	4.098	4.098	4.098	4.085
S1	3.997	3.997	4.037	3.970
S2	3.942	3.942	4.022
S3	3.786	3.841	4.008
S4	3.630	3.685	3.965

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.200	4.044	0.156	3.9%	0.078	1.9%	4%	False	True	1,875
10	4.344	4.044	0.300	7.4%	0.080	2.0%	2%	False	True	1,494
20	4.478	4.044	0.434	10.7%	0.077	1.9%	2%	False	True	1,311

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.553
2.618	4.395
1.618	4.298
1.000	4.238
0.618	4.201
HIGH	4.141
0.618	4.104
0.500	4.093
0.382	4.081
LOW	4.044
0.618	3.984
1.000	3.947
1.618	3.887
2.618	3.790
4.250	3.632

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	4.093	4.113
PP	4.079	4.092
S1	4.065	4.072

Download as Excel Spreadsheet

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

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