NYMEX Natural Gas Future July 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	4.010	4.013	0.003	0.1%	4.062
High	4.051	4.128	0.077	1.9%	4.128
Low	3.979	4.012	0.033	0.8%	3.979
Close	4.000	4.125	0.125	3.1%	4.125
Range	0.072	0.116	0.044	61.1%	0.149
ATR	0.000	0.088	0.088		0.000
Volume	1,177	1,759	582	49.4%	6,235

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.436	4.397	4.189
R3	4.320	4.281	4.157
R2	4.204	4.204	4.146
R1	4.165	4.165	4.136	4.185
PP	4.088	4.088	4.088	4.098
S1	4.049	4.049	4.114	4.069
S2	3.972	3.972	4.104
S3	3.856	3.933	4.093
S4	3.740	3.817	4.061

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.524	4.474	4.207
R3	4.375	4.325	4.166
R2	4.226	4.226	4.152
R1	4.176	4.176	4.139	4.201
PP	4.077	4.077	4.077	4.090
S1	4.027	4.027	4.111	4.052
S2	3.928	3.928	4.098
S3	3.779	3.878	4.084
S4	3.630	3.729	4.043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.128	3.979	0.149	3.6%	0.089	2.1%	98%	True	False	1,247
10	4.201	3.977	0.224	5.4%	0.087	2.1%	66%	False	False	2,104

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	0.017
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.621
2.618	4.432
1.618	4.316
1.000	4.244
0.618	4.200
HIGH	4.128
0.618	4.084
0.500	4.070
0.382	4.056
LOW	4.012
0.618	3.940
1.000	3.896
1.618	3.824
2.618	3.708
4.250	3.519

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	4.107	4.101
PP	4.088	4.077
S1	4.070	4.054

Download as Excel Spreadsheet

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

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