NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 31-Jan-2012

Day Change Summary
	Previous	Current
	30-Jan-2012	31-Jan-2012	Change	Change %	Previous Week
Open	3.210	3.041	-0.169	-5.3%	2.764
High	3.210	3.081	-0.129	-4.0%	3.210
Low	3.038	2.915	-0.123	-4.0%	2.745
Close	3.095	2.947	-0.148	-4.8%	3.147
Range	0.172	0.166	-0.006	-3.5%	0.465
ATR
Volume	20,321	19,840	-481	-2.4%	158,739

Daily Pivots for day following 31-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.479	3.379	3.038
R3	3.313	3.213	2.993
R2	3.147	3.147	2.977
R1	3.047	3.047	2.962	3.014
PP	2.981	2.981	2.981	2.965
S1	2.881	2.881	2.932	2.848
S2	2.815	2.815	2.917
S3	2.649	2.715	2.901
S4	2.483	2.549	2.856

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	2.915	0.295	10.0%	0.166	5.6%	11%	False	True	25,355
10	3.210	2.714	0.496	16.8%	0.167	5.7%	47%	False	False	27,336

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.787
2.618	3.516
1.618	3.350
1.000	3.247
0.618	3.184
HIGH	3.081
0.618	3.018
0.500	2.998
0.382	2.978
LOW	2.915
0.618	2.812
1.000	2.749
1.618	2.646
2.618	2.480
4.250	2.210

Fisher Pivots for day following 31-Jan-2012
Pivot	1 day	3 day
R1	2.998	3.063
PP	2.981	3.024
S1	2.964	2.986

Download as Excel Spreadsheet

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

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