NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	4.034	4.078	0.044	1.1%	4.176
High	4.086	4.086	0.000	0.0%	4.201
Low	4.002	3.990	-0.012	-0.3%	3.977
Close	4.065	4.014	-0.051	-1.3%	4.028
Range	0.084	0.096	0.012	14.3%	0.224
ATR
Volume	498	1,525	1,027	206.2%	14,813

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.318	4.262	4.067
R3	4.222	4.166	4.040
R2	4.126	4.126	4.032
R1	4.070	4.070	4.023	4.050
PP	4.030	4.030	4.030	4.020
S1	3.974	3.974	4.005	3.954
S2	3.934	3.934	3.996
S3	3.838	3.878	3.988
S4	3.742	3.782	3.961

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.741	4.608	4.151
R3	4.517	4.384	4.090
R2	4.293	4.293	4.069
R1	4.160	4.160	4.049	4.115
PP	4.069	4.069	4.069	4.046
S1	3.936	3.936	4.007	3.891
S2	3.845	3.845	3.987
S3	3.621	3.712	3.966
S4	3.397	3.488	3.905

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.105	3.977	0.128	3.2%	0.082	2.0%	29%	False	False	1,288
10	4.201	3.977	0.224	5.6%	0.090	2.2%	17%	False	False	2,033

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.494
2.618	4.337
1.618	4.241
1.000	4.182
0.618	4.145
HIGH	4.086
0.618	4.049
0.500	4.038
0.382	4.027
LOW	3.990
0.618	3.931
1.000	3.894
1.618	3.835
2.618	3.739
4.250	3.582

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	4.038	4.037
PP	4.030	4.029
S1	4.022	4.022

Download as Excel Spreadsheet

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

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