NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	3.970	3.976	0.006	0.2%	3.972
High	4.005	4.088	0.083	2.1%	4.088
Low	3.932	3.976	0.044	1.1%	3.932
Close	3.953	4.080	0.127	3.2%	4.080
Range	0.073	0.112	0.039	53.4%	0.156
ATR	0.082	0.085	0.004	4.7%	0.000
Volume	927	2,523	1,596	172.2%	6,216

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.384	4.344	4.142
R3	4.272	4.232	4.111
R2	4.160	4.160	4.101
R1	4.120	4.120	4.090	4.140
PP	4.048	4.048	4.048	4.058
S1	4.008	4.008	4.070	4.028
S2	3.936	3.936	4.059
S3	3.824	3.896	4.049
S4	3.712	3.784	4.018

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.501	4.447	4.166
R3	4.345	4.291	4.123
R2	4.189	4.189	4.109
R1	4.135	4.135	4.094	4.162
PP	4.033	4.033	4.033	4.047
S1	3.979	3.979	4.066	4.006
S2	3.877	3.877	4.051
S3	3.721	3.823	4.037
S4	3.565	3.667	3.994

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.088	3.932	0.156	3.8%	0.087	2.1%	95%	True	False	1,243
10	4.157	3.932	0.225	5.5%	0.087	2.1%	66%	False	False	1,687
20	4.200	3.932	0.268	6.6%	0.084	2.1%	55%	False	False	1,666

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 8 trading days

Fibonacci Retracements and Extensions
4.250	4.564
2.618	4.381
1.618	4.269
1.000	4.200
0.618	4.157
HIGH	4.088
0.618	4.045
0.500	4.032
0.382	4.019
LOW	3.976
0.618	3.907
1.000	3.864
1.618	3.795
2.618	3.683
4.250	3.500

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	4.064	4.057
PP	4.048	4.033
S1	4.032	4.010

Download as Excel Spreadsheet

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

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