NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 23-Dec-2011

Day Change Summary
	Previous	Current
	22-Dec-2011	23-Dec-2011	Change	Change %	Previous Week
Open	3.523	3.441	-0.082	-2.3%	3.400
High	3.523	3.473	-0.050	-1.4%	3.523
Low	3.429	3.438	0.009	0.3%	3.366
Close	3.488	3.442	-0.046	-1.3%	3.442
Range	0.094	0.035	-0.059	-62.8%	0.157
ATR
Volume	4,446	1,779	-2,667	-60.0%	12,057

Daily Pivots for day following 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.556	3.534	3.461
R3	3.521	3.499	3.452
R2	3.486	3.486	3.448
R1	3.464	3.464	3.445	3.475
PP	3.451	3.451	3.451	3.457
S1	3.429	3.429	3.439	3.440
S2	3.416	3.416	3.436
S3	3.381	3.394	3.432
S4	3.346	3.359	3.423

Weekly Pivots for week ending 23-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.915	3.835	3.528
R3	3.758	3.678	3.485
R2	3.601	3.601	3.471
R1	3.521	3.521	3.456	3.561
PP	3.444	3.444	3.444	3.464
S1	3.364	3.364	3.428	3.404
S2	3.287	3.287	3.413
S3	3.130	3.207	3.399
S4	2.973	3.050	3.356

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.523	3.366	0.157	4.6%	0.069	2.0%	48%	False	False	2,411
10	3.568	3.366	0.202	5.9%	0.065	1.9%	38%	False	False	3,268

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	3.622
2.618	3.565
1.618	3.530
1.000	3.508
0.618	3.495
HIGH	3.473
0.618	3.460
0.500	3.456
0.382	3.451
LOW	3.438
0.618	3.416
1.000	3.403
1.618	3.381
2.618	3.346
4.250	3.289

Fisher Pivots for day following 23-Dec-2011
Pivot	1 day	3 day
R1	3.456	3.473
PP	3.451	3.463
S1	3.447	3.452

Download as Excel Spreadsheet

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

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