NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 27-Dec-2011

Day Change Summary
	Previous	Current
	23-Dec-2011	27-Dec-2011	Change	Change %	Previous Week
Open	3.441	3.468	0.027	0.8%	3.400
High	3.473	3.495	0.022	0.6%	3.523
Low	3.438	3.421	-0.017	-0.5%	3.366
Close	3.442	3.438	-0.004	-0.1%	3.442
Range	0.035	0.074	0.039	111.4%	0.157
ATR
Volume	1,779	772	-1,007	-56.6%	12,057

Daily Pivots for day following 27-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.673	3.630	3.479
R3	3.599	3.556	3.458
R2	3.525	3.525	3.452
R1	3.482	3.482	3.445	3.467
PP	3.451	3.451	3.451	3.444
S1	3.408	3.408	3.431	3.393
S2	3.377	3.377	3.424
S3	3.303	3.334	3.418
S4	3.229	3.260	3.397

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	3.406	0.117	3.4%	0.071	2.1%	27%	False	False	2,074
10	3.568	3.366	0.202	5.9%	0.068	2.0%	36%	False	False	2,933

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.810
2.618	3.689
1.618	3.615
1.000	3.569
0.618	3.541
HIGH	3.495
0.618	3.467
0.500	3.458
0.382	3.449
LOW	3.421
0.618	3.375
1.000	3.347
1.618	3.301
2.618	3.227
4.250	3.107

Fisher Pivots for day following 27-Dec-2011
Pivot	1 day	3 day
R1	3.458	3.472
PP	3.451	3.461
S1	3.445	3.449

Download as Excel Spreadsheet

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

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