NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 30-Jan-2012

Day Change Summary
	Previous	Current
	27-Jan-2012	30-Jan-2012	Change	Change %	Previous Week
Open	3.020	3.210	0.190	6.3%	2.764
High	3.165	3.210	0.045	1.4%	3.210
Low	3.012	3.038	0.026	0.9%	2.745
Close	3.147	3.095	-0.052	-1.7%	3.147
Range	0.153	0.172	0.019	12.4%	0.465
ATR
Volume	22,750	20,321	-2,429	-10.7%	158,739

Daily Pivots for day following 30-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.630	3.535	3.190
R3	3.458	3.363	3.142
R2	3.286	3.286	3.127
R1	3.191	3.191	3.111	3.153
PP	3.114	3.114	3.114	3.095
S1	3.019	3.019	3.079	2.981
S2	2.942	2.942	3.063
S3	2.770	2.847	3.048
S4	2.598	2.675	3.000

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	2.985	0.225	7.3%	0.162	5.2%	49%	True	False	31,385
10	3.210	2.714	0.496	16.0%	0.167	5.4%	77%	True	False	26,979

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.941
2.618	3.660
1.618	3.488
1.000	3.382
0.618	3.316
HIGH	3.210
0.618	3.144
0.500	3.124
0.382	3.104
LOW	3.038
0.618	2.932
1.000	2.866
1.618	2.760
2.618	2.588
4.250	2.307

Fisher Pivots for day following 30-Jan-2012
Pivot	1 day	3 day
R1	3.124	3.098
PP	3.114	3.097
S1	3.105	3.096

Download as Excel Spreadsheet

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

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