NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 06-Jan-2012

Day Change Summary
	Previous	Current
	05-Jan-2012	06-Jan-2012	Change	Change %	Previous Week
Open	3.401	3.280	-0.121	-3.6%	3.266
High	3.401	3.356	-0.045	-1.3%	3.401
Low	3.254	3.280	0.026	0.8%	3.231
Close	3.284	3.347	0.063	1.9%	3.347
Range	0.147	0.076	-0.071	-48.3%	0.170
ATR	0.086	0.086	-0.001	-0.9%	0.000
Volume	3,924	4,790	866	22.1%	15,569

Daily Pivots for day following 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.556	3.527	3.389
R3	3.480	3.451	3.368
R2	3.404	3.404	3.361
R1	3.375	3.375	3.354	3.390
PP	3.328	3.328	3.328	3.335
S1	3.299	3.299	3.340	3.314
S2	3.252	3.252	3.333
S3	3.176	3.223	3.326
S4	3.100	3.147	3.305

Weekly Pivots for week ending 06-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.836	3.762	3.441
R3	3.666	3.592	3.394
R2	3.496	3.496	3.378
R1	3.422	3.422	3.363	3.459
PP	3.326	3.326	3.326	3.345
S1	3.252	3.252	3.331	3.289
S2	3.156	3.156	3.316
S3	2.986	3.082	3.300
S4	2.816	2.912	3.254

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.401	3.231	0.170	5.1%	0.097	2.9%	68%	False	False	3,619
10	3.523	3.231	0.292	8.7%	0.085	2.5%	40%	False	False	2,867

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.679
2.618	3.555
1.618	3.479
1.000	3.432
0.618	3.403
HIGH	3.356
0.618	3.327
0.500	3.318
0.382	3.309
LOW	3.280
0.618	3.233
1.000	3.204
1.618	3.157
2.618	3.081
4.250	2.957

Fisher Pivots for day following 06-Jan-2012
Pivot	1 day	3 day
R1	3.337	3.341
PP	3.328	3.334
S1	3.318	3.328

Download as Excel Spreadsheet

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

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