NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	2.899	2.880	-0.019	-0.7%	2.764
High	2.919	3.086	0.167	5.7%	3.210
Low	2.820	2.849	0.029	1.0%	2.745
Close	2.864	3.054	0.190	6.6%	3.147
Range	0.099	0.237	0.138	139.4%	0.465
ATR	0.159	0.165	0.006	3.5%	0.000
Volume	25,991	24,290	-1,701	-6.5%	158,739

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.707	3.618	3.184
R3	3.470	3.381	3.119
R2	3.233	3.233	3.097
R1	3.144	3.144	3.076	3.189
PP	2.996	2.996	2.996	3.019
S1	2.907	2.907	3.032	2.952
S2	2.759	2.759	3.011
S3	2.522	2.670	2.989
S4	2.285	2.433	2.924

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	2.820	0.390	12.8%	0.165	5.4%	60%	False	False	22,638
10	3.210	2.714	0.496	16.2%	0.179	5.9%	69%	False	False	27,675

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	0.019
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	4.093
2.618	3.706
1.618	3.469
1.000	3.323
0.618	3.232
HIGH	3.086
0.618	2.995
0.500	2.968
0.382	2.940
LOW	2.849
0.618	2.703
1.000	2.612
1.618	2.466
2.618	2.229
4.250	1.842

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	3.025	3.020
PP	2.996	2.987
S1	2.968	2.953

Download as Excel Spreadsheet

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

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