NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	3.000	3.148	0.148	4.9%	2.700
High	3.107	3.148	0.041	1.3%	3.145
Low	2.960	2.984	0.024	0.8%	2.694
Close	3.093	3.041	-0.052	-1.7%	3.093
Range	0.147	0.164	0.017	11.6%	0.451
ATR	0.131	0.134	0.002	1.8%	0.000
Volume	12,817	9,640	-3,177	-24.8%	58,746

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.550	3.459	3.131
R3	3.386	3.295	3.086
R2	3.222	3.222	3.071
R1	3.131	3.131	3.056	3.095
PP	3.058	3.058	3.058	3.039
S1	2.967	2.967	3.026	2.931
S2	2.894	2.894	3.011
S3	2.730	2.803	2.996
S4	2.566	2.639	2.951

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.330	4.163	3.341
R3	3.879	3.712	3.217
R2	3.428	3.428	3.176
R1	3.261	3.261	3.134	3.345
PP	2.977	2.977	2.977	3.019
S1	2.810	2.810	3.052	2.894
S2	2.526	2.526	3.010
S3	2.075	2.359	2.969
S4	1.624	1.908	2.845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.148	2.937	0.211	6.9%	0.155	5.1%	49%	True	False	12,456
10	3.148	2.666	0.482	15.9%	0.160	5.3%	78%	True	False	9,536
20	3.390	2.666	0.724	23.8%	0.127	4.2%	52%	False	False	7,425
40	3.893	2.666	1.227	40.3%	0.099	3.3%	31%	False	False	5,009

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.845
2.618	3.577
1.618	3.413
1.000	3.312
0.618	3.249
HIGH	3.148
0.618	3.085
0.500	3.066
0.382	3.047
LOW	2.984
0.618	2.883
1.000	2.820
1.618	2.719
2.618	2.555
4.250	2.287

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	3.066	3.043
PP	3.058	3.042
S1	3.049	3.042

Download as Excel Spreadsheet

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

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