NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	3.845	3.794	-0.051	-1.3%	3.899
High	3.858	3.794	-0.064	-1.7%	3.927
Low	3.810	3.707	-0.103	-2.7%	3.760
Close	3.826	3.715	-0.111	-2.9%	3.826
Range	0.048	0.087	0.039	81.3%	0.167
ATR	0.086	0.088	0.002	2.7%	0.000
Volume	3,655	1,508	-2,147	-58.7%	9,585

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.000	3.944	3.763
R3	3.913	3.857	3.739
R2	3.826	3.826	3.731
R1	3.770	3.770	3.723	3.755
PP	3.739	3.739	3.739	3.731
S1	3.683	3.683	3.707	3.668
S2	3.652	3.652	3.699
S3	3.565	3.596	3.691
S4	3.478	3.509	3.667

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.339	4.249	3.918
R3	4.172	4.082	3.872
R2	4.005	4.005	3.857
R1	3.915	3.915	3.841	3.877
PP	3.838	3.838	3.838	3.818
S1	3.748	3.748	3.811	3.710
S2	3.671	3.671	3.795
S3	3.504	3.581	3.780
S4	3.337	3.414	3.734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.893	3.707	0.186	5.0%	0.075	2.0%	4%	False	True	2,130
10	3.927	3.661	0.266	7.2%	0.089	2.4%	20%	False	False	1,965

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	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.164
2.618	4.022
1.618	3.935
1.000	3.881
0.618	3.848
HIGH	3.794
0.618	3.761
0.500	3.751
0.382	3.740
LOW	3.707
0.618	3.653
1.000	3.620
1.618	3.566
2.618	3.479
4.250	3.337

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	3.751	3.800
PP	3.739	3.772
S1	3.727	3.743

Download as Excel Spreadsheet

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

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