NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 28-Dec-2011

Day Change Summary
	Previous	Current
	27-Dec-2011	28-Dec-2011	Change	Change %	Previous Week
Open	3.468	3.432	-0.036	-1.0%	3.400
High	3.495	3.453	-0.042	-1.2%	3.523
Low	3.421	3.396	-0.025	-0.7%	3.366
Close	3.438	3.402	-0.036	-1.0%	3.442
Range	0.074	0.057	-0.017	-23.0%	0.157
ATR	0.000	0.076	0.076		0.000
Volume	772	1,054	282	36.5%	12,057

Daily Pivots for day following 28-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.588	3.552	3.433
R3	3.531	3.495	3.418
R2	3.474	3.474	3.412
R1	3.438	3.438	3.407	3.428
PP	3.417	3.417	3.417	3.412
S1	3.381	3.381	3.397	3.371
S2	3.360	3.360	3.392
S3	3.303	3.324	3.386
S4	3.246	3.267	3.371

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	3.396	0.127	3.7%	0.071	2.1%	5%	False	True	1,939
10	3.536	3.366	0.170	5.0%	0.068	2.0%	21%	False	False	2,644

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.695
2.618	3.602
1.618	3.545
1.000	3.510
0.618	3.488
HIGH	3.453
0.618	3.431
0.500	3.425
0.382	3.418
LOW	3.396
0.618	3.361
1.000	3.339
1.618	3.304
2.618	3.247
4.250	3.154

Fisher Pivots for day following 28-Dec-2011
Pivot	1 day	3 day
R1	3.425	3.446
PP	3.417	3.431
S1	3.410	3.417

Download as Excel Spreadsheet

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

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