NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 17-Feb-2012

Day Change Summary
	Previous	Current
	16-Feb-2012	17-Feb-2012	Change	Change %	Previous Week
Open	2.950	2.989	0.039	1.3%	2.971
High	3.033	3.137	0.104	3.4%	3.137
Low	2.950	2.969	0.019	0.6%	2.925
Close	3.014	3.109	0.095	3.2%	3.109
Range	0.083	0.168	0.085	102.4%	0.212
ATR	0.123	0.127	0.003	2.6%	0.000
Volume	10,546	13,504	2,958	28.0%	70,820

Daily Pivots for day following 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.576	3.510	3.201
R3	3.408	3.342	3.155
R2	3.240	3.240	3.140
R1	3.174	3.174	3.124	3.207
PP	3.072	3.072	3.072	3.088
S1	3.006	3.006	3.094	3.039
S2	2.904	2.904	3.078
S3	2.736	2.838	3.063
S4	2.568	2.670	3.017

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.693	3.613	3.226
R3	3.481	3.401	3.167
R2	3.269	3.269	3.148
R1	3.189	3.189	3.128	3.229
PP	3.057	3.057	3.057	3.077
S1	2.977	2.977	3.090	3.017
S2	2.845	2.845	3.070
S3	2.633	2.765	3.051
S4	2.421	2.553	2.992

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.137	2.925	0.212	6.8%	0.099	3.2%	87%	True	False	14,164
10	3.137	2.866	0.271	8.7%	0.112	3.6%	90%	True	False	16,117
20	3.148	2.694	0.454	14.6%	0.141	4.5%	91%	False	False	14,302
40	3.522	2.666	0.856	27.5%	0.117	3.8%	52%	False	False	9,500
60	3.927	2.666	1.261	40.6%	0.103	3.3%	35%	False	False	7,141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.851
2.618	3.577
1.618	3.409
1.000	3.305
0.618	3.241
HIGH	3.137
0.618	3.073
0.500	3.053
0.382	3.033
LOW	2.969
0.618	2.865
1.000	2.801
1.618	2.697
2.618	2.529
4.250	2.255

Fisher Pivots for day following 17-Feb-2012
Pivot	1 day	3 day
R1	3.090	3.083
PP	3.072	3.057
S1	3.053	3.031

Download as Excel Spreadsheet

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

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