NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	3.794	3.700	-0.094	-2.5%	3.899
High	3.794	3.749	-0.045	-1.2%	3.927
Low	3.707	3.693	-0.014	-0.4%	3.760
Close	3.715	3.742	0.027	0.7%	3.826
Range	0.087	0.056	-0.031	-35.6%	0.167
ATR	0.088	0.086	-0.002	-2.6%	0.000
Volume	1,508	2,460	952	63.1%	9,585

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.896	3.875	3.773
R3	3.840	3.819	3.757
R2	3.784	3.784	3.752
R1	3.763	3.763	3.747	3.774
PP	3.728	3.728	3.728	3.733
S1	3.707	3.707	3.737	3.718
S2	3.672	3.672	3.732
S3	3.616	3.651	3.727
S4	3.560	3.595	3.711

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	3.693	0.200	5.3%	0.077	2.1%	25%	False	True	2,346
10	3.927	3.693	0.234	6.3%	0.082	2.2%	21%	False	True	1,995

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.987
2.618	3.896
1.618	3.840
1.000	3.805
0.618	3.784
HIGH	3.749
0.618	3.728
0.500	3.721
0.382	3.714
LOW	3.693
0.618	3.658
1.000	3.637
1.618	3.602
2.618	3.546
4.250	3.455

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	3.735	3.776
PP	3.728	3.764
S1	3.721	3.753

Download as Excel Spreadsheet

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

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