NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 31-Oct-2011

Day Change Summary
	Previous	Current
	28-Oct-2011	31-Oct-2011	Change	Change %	Previous Week
Open	4.013	4.143	0.130	3.2%	4.062
High	4.128	4.162	0.034	0.8%	4.128
Low	4.012	4.069	0.057	1.4%	3.979
Close	4.125	4.145	0.020	0.5%	4.125
Range	0.116	0.093	-0.023	-19.8%	0.149
ATR	0.088	0.088	0.000	0.4%	0.000
Volume	1,759	2,280	521	29.6%	6,235

Daily Pivots for day following 31-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.404	4.368	4.196
R3	4.311	4.275	4.171
R2	4.218	4.218	4.162
R1	4.182	4.182	4.154	4.200
PP	4.125	4.125	4.125	4.135
S1	4.089	4.089	4.136	4.107
S2	4.032	4.032	4.128
S3	3.939	3.996	4.119
S4	3.846	3.903	4.094

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	4.162	3.979	0.183	4.4%	0.092	2.2%	91%	True	False	1,447
10	4.162	3.977	0.185	4.5%	0.084	2.0%	91%	True	False	2,013

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.557
2.618	4.405
1.618	4.312
1.000	4.255
0.618	4.219
HIGH	4.162
0.618	4.126
0.500	4.116
0.382	4.105
LOW	4.069
0.618	4.012
1.000	3.976
1.618	3.919
2.618	3.826
4.250	3.674

Fisher Pivots for day following 31-Oct-2011
Pivot	1 day	3 day
R1	4.135	4.120
PP	4.125	4.095
S1	4.116	4.071

Download as Excel Spreadsheet

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

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