NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	3.300	3.266	-0.034	-1.0%	3.468
High	3.319	3.340	0.021	0.6%	3.495
Low	3.249	3.231	-0.018	-0.6%	3.249
Close	3.283	3.287	0.004	0.1%	3.283
Range	0.070	0.109	0.039	55.7%	0.246
ATR	0.077	0.080	0.002	2.9%	0.000
Volume	2,530	3,635	1,105	43.7%	6,877

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.613	3.559	3.347
R3	3.504	3.450	3.317
R2	3.395	3.395	3.307
R1	3.341	3.341	3.297	3.368
PP	3.286	3.286	3.286	3.300
S1	3.232	3.232	3.277	3.259
S2	3.177	3.177	3.267
S3	3.068	3.123	3.257
S4	2.959	3.014	3.227

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.080	3.928	3.418
R3	3.834	3.682	3.351
R2	3.588	3.588	3.328
R1	3.436	3.436	3.306	3.389
PP	3.342	3.342	3.342	3.319
S1	3.190	3.190	3.260	3.143
S2	3.096	3.096	3.238
S3	2.850	2.944	3.215
S4	2.604	2.698	3.148

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.495	3.231	0.264	8.0%	0.083	2.5%	21%	False	True	2,102
10	3.523	3.231	0.292	8.9%	0.076	2.3%	19%	False	True	2,256

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	3.803
2.618	3.625
1.618	3.516
1.000	3.449
0.618	3.407
HIGH	3.340
0.618	3.298
0.500	3.286
0.382	3.273
LOW	3.231
0.618	3.164
1.000	3.122
1.618	3.055
2.618	2.946
4.250	2.768

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	3.287	3.321
PP	3.286	3.309
S1	3.286	3.298

Download as Excel Spreadsheet

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

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