NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 20-Jan-2012

Day Change Summary
	Previous	Current
	19-Jan-2012	20-Jan-2012	Change	Change %	Previous Week
Open	2.750	2.650	-0.100	-3.6%	2.923
High	2.758	2.757	-0.001	0.0%	2.923
Low	2.648	2.643	-0.005	-0.2%	2.643
Close	2.671	2.733	0.062	2.3%	2.733
Range	0.110	0.114	0.004	3.6%	0.280
ATR	0.107	0.108	0.000	0.4%	0.000
Volume	14,690	15,506	816	5.6%	62,241

Daily Pivots for day following 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.053	3.007	2.796
R3	2.939	2.893	2.764
R2	2.825	2.825	2.754
R1	2.779	2.779	2.743	2.802
PP	2.711	2.711	2.711	2.723
S1	2.665	2.665	2.723	2.688
S2	2.597	2.597	2.712
S3	2.483	2.551	2.702
S4	2.369	2.437	2.670

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.606	3.450	2.887
R3	3.326	3.170	2.810
R2	3.046	3.046	2.784
R1	2.890	2.890	2.759	2.828
PP	2.766	2.766	2.766	2.736
S1	2.610	2.610	2.707	2.548
S2	2.486	2.486	2.682
S3	2.206	2.330	2.656
S4	1.926	2.050	2.579

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.012	2.643	0.369	13.5%	0.107	3.9%	24%	False	True	16,179
10	3.327	2.643	0.684	25.0%	0.108	4.0%	13%	False	True	14,062
20	3.496	2.643	0.853	31.2%	0.101	3.7%	11%	False	True	8,861
40	3.901	2.643	1.258	46.0%	0.091	3.3%	7%	False	True	6,245
60	4.162	2.643	1.519	55.6%	0.089	3.2%	6%	False	True	4,905

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	0.010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.242
2.618	3.055
1.618	2.941
1.000	2.871
0.618	2.827
HIGH	2.757
0.618	2.713
0.500	2.700
0.382	2.687
LOW	2.643
0.618	2.573
1.000	2.529
1.618	2.459
2.618	2.345
4.250	2.159

Fisher Pivots for day following 20-Jan-2012
Pivot	1 day	3 day
R1	2.722	2.739
PP	2.711	2.737
S1	2.700	2.735

Download as Excel Spreadsheet

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

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