NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 27-Jan-2012

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	3.189	3.020	-0.169	-5.3%	2.764
High	3.210	3.165	-0.045	-1.4%	3.210
Low	2.985	3.012	0.027	0.9%	2.745
Close	3.060	3.147	0.087	2.8%	3.147
Range	0.225	0.153	-0.072	-32.0%	0.465
ATR
Volume	29,961	22,750	-7,211	-24.1%	158,739

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.567	3.510	3.231
R3	3.414	3.357	3.189
R2	3.261	3.261	3.175
R1	3.204	3.204	3.161	3.233
PP	3.108	3.108	3.108	3.122
S1	3.051	3.051	3.133	3.080
S2	2.955	2.955	3.119
S3	2.802	2.898	3.105
S4	2.649	2.745	3.063

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.429	4.253	3.403
R3	3.964	3.788	3.275
R2	3.499	3.499	3.232
R1	3.323	3.323	3.190	3.411
PP	3.034	3.034	3.034	3.078
S1	2.858	2.858	3.104	2.946
S2	2.569	2.569	3.062
S3	2.104	2.393	3.019
S4	1.639	1.928	2.891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.210	2.745	0.465	14.8%	0.199	6.3%	86%	False	False	31,747
10	3.210	2.714	0.496	15.8%	0.156	5.0%	87%	False	False	27,799

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.815
2.618	3.566
1.618	3.413
1.000	3.318
0.618	3.260
HIGH	3.165
0.618	3.107
0.500	3.089
0.382	3.070
LOW	3.012
0.618	2.917
1.000	2.859
1.618	2.764
2.618	2.611
4.250	2.362

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	3.128	3.131
PP	3.108	3.114
S1	3.089	3.098

Download as Excel Spreadsheet

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

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