NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 29-Dec-2011

Day Change Summary
	Previous	Current
	28-Dec-2011	29-Dec-2011	Change	Change %	Previous Week
Open	3.432	3.402	-0.030	-0.9%	3.400
High	3.453	3.410	-0.043	-1.2%	3.523
Low	3.396	3.303	-0.093	-2.7%	3.366
Close	3.402	3.317	-0.085	-2.5%	3.442
Range	0.057	0.107	0.050	87.7%	0.157
ATR	0.076	0.078	0.002	3.0%	0.000
Volume	1,054	2,521	1,467	139.2%	12,057

Daily Pivots for day following 29-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.664	3.598	3.376
R3	3.557	3.491	3.346
R2	3.450	3.450	3.337
R1	3.384	3.384	3.327	3.364
PP	3.343	3.343	3.343	3.333
S1	3.277	3.277	3.307	3.257
S2	3.236	3.236	3.297
S3	3.129	3.170	3.288
S4	3.022	3.063	3.258

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	3.303	0.220	6.6%	0.073	2.2%	6%	False	True	2,114
10	3.523	3.303	0.220	6.6%	0.069	2.1%	6%	False	True	2,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.865
2.618	3.690
1.618	3.583
1.000	3.517
0.618	3.476
HIGH	3.410
0.618	3.369
0.500	3.357
0.382	3.344
LOW	3.303
0.618	3.237
1.000	3.196
1.618	3.130
2.618	3.023
4.250	2.848

Fisher Pivots for day following 29-Dec-2011
Pivot	1 day	3 day
R1	3.357	3.399
PP	3.343	3.372
S1	3.330	3.344

Download as Excel Spreadsheet

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

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