NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 04-Jan-2012

Day Change Summary
	Previous	Current
	03-Jan-2012	04-Jan-2012	Change	Change %	Previous Week
Open	3.266	3.315	0.049	1.5%	3.468
High	3.340	3.396	0.056	1.7%	3.495
Low	3.231	3.312	0.081	2.5%	3.249
Close	3.287	3.382	0.095	2.9%	3.283
Range	0.109	0.084	-0.025	-22.9%	0.246
ATR	0.080	0.082	0.002	2.6%	0.000
Volume	3,635	3,220	-415	-11.4%	6,877

Daily Pivots for day following 04-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.615	3.583	3.428
R3	3.531	3.499	3.405
R2	3.447	3.447	3.397
R1	3.415	3.415	3.390	3.431
PP	3.363	3.363	3.363	3.372
S1	3.331	3.331	3.374	3.347
S2	3.279	3.279	3.367
S3	3.195	3.247	3.359
S4	3.111	3.163	3.336

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	3.453	3.231	0.222	6.6%	0.085	2.5%	68%	False	False	2,592
10	3.523	3.231	0.292	8.6%	0.078	2.3%	52%	False	False	2,333

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	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.753
2.618	3.616
1.618	3.532
1.000	3.480
0.618	3.448
HIGH	3.396
0.618	3.364
0.500	3.354
0.382	3.344
LOW	3.312
0.618	3.260
1.000	3.228
1.618	3.176
2.618	3.092
4.250	2.955

Fisher Pivots for day following 04-Jan-2012
Pivot	1 day	3 day
R1	3.373	3.359
PP	3.363	3.336
S1	3.354	3.314

Download as Excel Spreadsheet

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

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