NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	2.844	2.833	-0.011	-0.4%	2.715
High	2.859	2.877	0.018	0.6%	2.877
Low	2.682	2.695	0.013	0.5%	2.682
Close	2.835	2.698	-0.137	-4.8%	2.698
Range	0.177	0.182	0.005	2.8%	0.195
ATR	0.133	0.137	0.003	2.6%	0.000
Volume	170,459	106,774	-63,685	-37.4%	654,194

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.303	3.182	2.798
R3	3.121	3.000	2.748
R2	2.939	2.939	2.731
R1	2.818	2.818	2.715	2.788
PP	2.757	2.757	2.757	2.741
S1	2.636	2.636	2.681	2.606
S2	2.575	2.575	2.665
S3	2.393	2.454	2.648
S4	2.211	2.272	2.598

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.213	2.805
R3	3.142	3.018	2.752
R2	2.947	2.947	2.734
R1	2.823	2.823	2.716	2.788
PP	2.752	2.752	2.752	2.735
S1	2.628	2.628	2.680	2.593
S2	2.557	2.557	2.662
S3	2.362	2.433	2.644
S4	2.167	2.238	2.591

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.877	2.682	0.195	7.2%	0.137	5.1%	8%	True	False	130,838
10	2.877	2.682	0.195	7.2%	0.120	4.5%	8%	True	False	127,035
20	3.277	2.682	0.595	22.1%	0.139	5.2%	3%	False	False	143,479
40	3.277	2.682	0.595	22.1%	0.139	5.1%	3%	False	False	110,401
60	3.277	2.259	1.018	37.7%	0.137	5.1%	43%	False	False	93,549
80	3.277	2.259	1.018	37.7%	0.133	4.9%	43%	False	False	78,578
100	3.277	2.222	1.055	39.1%	0.121	4.5%	45%	False	False	66,953
120	3.277	2.222	1.055	39.1%	0.113	4.2%	45%	False	False	57,807

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	0.033
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.651
2.618	3.353
1.618	3.171
1.000	3.059
0.618	2.989
HIGH	2.877
0.618	2.807
0.500	2.786
0.382	2.765
LOW	2.695
0.618	2.583
1.000	2.513
1.618	2.401
2.618	2.219
4.250	1.922

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	2.786	2.780
PP	2.757	2.752
S1	2.727	2.725

Download as Excel Spreadsheet

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

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