NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 19-Mar-2012

Day Change Summary
	Previous	Current
	16-Mar-2012	19-Mar-2012	Change	Change %	Previous Week
Open	2.671	2.702	0.031	1.2%	2.624
High	2.708	2.759	0.051	1.9%	2.724
Low	2.660	2.659	-0.001	0.0%	2.560
Close	2.696	2.729	0.033	1.2%	2.696
Range	0.048	0.100	0.052	108.3%	0.164
ATR	0.100	0.100	0.000	0.0%	0.000
Volume	17,496	8,229	-9,267	-53.0%	71,942

Daily Pivots for day following 19-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.016	2.972	2.784
R3	2.916	2.872	2.757
R2	2.816	2.816	2.747
R1	2.772	2.772	2.738	2.794
PP	2.716	2.716	2.716	2.727
S1	2.672	2.672	2.720	2.694
S2	2.616	2.616	2.711
S3	2.516	2.572	2.702
S4	2.416	2.472	2.674

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.152	3.088	2.786
R3	2.988	2.924	2.741
R2	2.824	2.824	2.726
R1	2.760	2.760	2.711	2.792
PP	2.660	2.660	2.660	2.676
S1	2.596	2.596	2.681	2.628
S2	2.496	2.496	2.666
S3	2.332	2.432	2.651
S4	2.168	2.268	2.606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.759	2.560	0.199	7.3%	0.093	3.4%	85%	True	False	13,149
10	2.759	2.560	0.199	7.3%	0.078	2.9%	85%	True	False	12,944
20	3.134	2.560	0.574	21.0%	0.090	3.3%	29%	False	False	10,706
40	3.148	2.560	0.588	21.5%	0.115	4.2%	29%	False	False	12,504
60	3.522	2.560	0.962	35.3%	0.108	4.0%	18%	False	False	9,902
80	3.927	2.560	1.367	50.1%	0.099	3.6%	12%	False	False	8,032

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.184
2.618	3.021
1.618	2.921
1.000	2.859
0.618	2.821
HIGH	2.759
0.618	2.721
0.500	2.709
0.382	2.697
LOW	2.659
0.618	2.597
1.000	2.559
1.618	2.497
2.618	2.397
4.250	2.234

Fisher Pivots for day following 19-Mar-2012
Pivot	1 day	3 day
R1	2.722	2.719
PP	2.716	2.709
S1	2.709	2.700

Download as Excel Spreadsheet

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

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