NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	4.133	4.010	-0.123	-3.0%	4.062
High	4.159	4.026	-0.133	-3.2%	4.128
Low	4.010	3.975	-0.035	-0.9%	3.979
Close	4.026	3.986	-0.040	-1.0%	4.125
Range	0.149	0.051	-0.098	-65.8%	0.149
ATR	0.092	0.089	-0.003	-3.2%	0.000
Volume	2,465	1,589	-876	-35.5%	6,235

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.149	4.118	4.014
R3	4.098	4.067	4.000
R2	4.047	4.047	3.995
R1	4.016	4.016	3.991	4.006
PP	3.996	3.996	3.996	3.991
S1	3.965	3.965	3.981	3.955
S2	3.945	3.945	3.977
S3	3.894	3.914	3.972
S4	3.843	3.863	3.958

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	3.975	0.187	4.7%	0.096	2.4%	6%	False	True	1,854
10	4.162	3.975	0.187	4.7%	0.089	2.2%	6%	False	True	1,571

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.018
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.243
2.618	4.160
1.618	4.109
1.000	4.077
0.618	4.058
HIGH	4.026
0.618	4.007
0.500	4.001
0.382	3.994
LOW	3.975
0.618	3.943
1.000	3.924
1.618	3.892
2.618	3.841
4.250	3.758

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	4.001	4.069
PP	3.996	4.041
S1	3.991	4.014

Download as Excel Spreadsheet

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

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