NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	3.833	3.899	0.066	1.7%	3.661
High	3.886	3.927	0.041	1.1%	3.886
Low	3.832	3.760	-0.072	-1.9%	3.661
Close	3.886	3.771	-0.115	-3.0%	3.886
Range	0.054	0.167	0.113	209.3%	0.225
ATR
Volume	1,679	440	-1,239	-73.8%	8,566

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.320	4.213	3.863
R3	4.153	4.046	3.817
R2	3.986	3.986	3.802
R1	3.879	3.879	3.786	3.849
PP	3.819	3.819	3.819	3.805
S1	3.712	3.712	3.756	3.682
S2	3.652	3.652	3.740
S3	3.485	3.545	3.725
S4	3.318	3.378	3.679

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.486	4.411	4.010
R3	4.261	4.186	3.948
R2	4.036	4.036	3.927
R1	3.961	3.961	3.907	3.999
PP	3.811	3.811	3.811	3.830
S1	3.736	3.736	3.865	3.774
S2	3.586	3.586	3.845
S3	3.361	3.511	3.824
S4	3.136	3.286	3.762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.927	3.661	0.266	7.1%	0.103	2.7%	41%	True	False	1,801
10	3.927	3.661	0.266	7.1%	0.086	2.3%	41%	True	False	2,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	4.637
2.618	4.364
1.618	4.197
1.000	4.094
0.618	4.030
HIGH	3.927
0.618	3.863
0.500	3.844
0.382	3.824
LOW	3.760
0.618	3.657
1.000	3.593
1.618	3.490
2.618	3.323
4.250	3.050

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	3.844	3.822
PP	3.819	3.805
S1	3.795	3.788

Download as Excel Spreadsheet

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

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