NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 01-Dec-2011

Day Change Summary
	Previous	Current
	30-Nov-2011	01-Dec-2011	Change	Change %	Previous Week
Open	3.838	3.796	-0.042	-1.1%	3.661
High	3.849	3.893	0.044	1.1%	3.886
Low	3.768	3.781	0.013	0.3%	3.661
Close	3.784	3.869	0.085	2.2%	3.886
Range	0.081	0.112	0.031	38.3%	0.225
ATR	0.086	0.088	0.002	2.1%	0.000
Volume	2,186	1,925	-261	-11.9%	8,566

Daily Pivots for day following 01-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.184	4.138	3.931
R3	4.072	4.026	3.900
R2	3.960	3.960	3.890
R1	3.914	3.914	3.879	3.937
PP	3.848	3.848	3.848	3.859
S1	3.802	3.802	3.859	3.825
S2	3.736	3.736	3.848
S3	3.624	3.690	3.838
S4	3.512	3.578	3.807

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	3.760	0.167	4.3%	0.093	2.4%	65%	False	False	1,521
10	3.927	3.661	0.266	6.9%	0.093	2.4%	78%	False	False	2,131

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	0.012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.369
2.618	4.186
1.618	4.074
1.000	4.005
0.618	3.962
HIGH	3.893
0.618	3.850
0.500	3.837
0.382	3.824
LOW	3.781
0.618	3.712
1.000	3.669
1.618	3.600
2.618	3.488
4.250	3.305

Fisher Pivots for day following 01-Dec-2011
Pivot	1 day	3 day
R1	3.858	3.856
PP	3.848	3.843
S1	3.837	3.831

Download as Excel Spreadsheet

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

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