NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 03-Nov-2011

Day Change Summary
	Previous	Current
	02-Nov-2011	03-Nov-2011	Change	Change %	Previous Week
Open	4.010	4.014	0.004	0.1%	4.062
High	4.026	4.060	0.034	0.8%	4.128
Low	3.975	3.982	0.007	0.2%	3.979
Close	3.986	3.999	0.013	0.3%	4.125
Range	0.051	0.078	0.027	52.9%	0.149
ATR	0.089	0.089	-0.001	-0.9%	0.000
Volume	1,589	1,627	38	2.4%	6,235

Daily Pivots for day following 03-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.248	4.201	4.042
R3	4.170	4.123	4.020
R2	4.092	4.092	4.013
R1	4.045	4.045	4.006	4.030
PP	4.014	4.014	4.014	4.006
S1	3.967	3.967	3.992	3.952
S2	3.936	3.936	3.985
S3	3.858	3.889	3.978
S4	3.780	3.811	3.956

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%	0.097	2.4%	13%	False	False	1,944
10	4.162	3.975	0.187	4.7%	0.088	2.2%	13%	False	False	1,660

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.392
2.618	4.264
1.618	4.186
1.000	4.138
0.618	4.108
HIGH	4.060
0.618	4.030
0.500	4.021
0.382	4.012
LOW	3.982
0.618	3.934
1.000	3.904
1.618	3.856
2.618	3.778
4.250	3.651

Fisher Pivots for day following 03-Nov-2011
Pivot	1 day	3 day
R1	4.021	4.067
PP	4.014	4.044
S1	4.006	4.022

Download as Excel Spreadsheet

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

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