NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 06-Feb-2012

Day Change Summary
	Previous	Current
	03-Feb-2012	06-Feb-2012	Change	Change %	Previous Week
Open	3.062	3.028	-0.034	-1.1%	3.210
High	3.094	3.151	0.057	1.8%	3.210
Low	2.982	3.027	0.045	1.5%	2.820
Close	3.048	3.125	0.077	2.5%	3.048
Range	0.112	0.124	0.012	10.7%	0.390
ATR	0.161	0.159	-0.003	-1.6%	0.000
Volume	33,093	30,306	-2,787	-8.4%	123,535

Daily Pivots for day following 06-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.473	3.423	3.193
R3	3.349	3.299	3.159
R2	3.225	3.225	3.148
R1	3.175	3.175	3.136	3.200
PP	3.101	3.101	3.101	3.114
S1	3.051	3.051	3.114	3.076
S2	2.977	2.977	3.102
S3	2.853	2.927	3.091
S4	2.729	2.803	3.057

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.196	4.012	3.263
R3	3.806	3.622	3.155
R2	3.416	3.416	3.120
R1	3.232	3.232	3.084	3.129
PP	3.026	3.026	3.026	2.975
S1	2.842	2.842	3.012	2.739
S2	2.636	2.636	2.977
S3	2.246	2.452	2.941
S4	1.856	2.062	2.834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.151	2.820	0.331	10.6%	0.148	4.7%	92%	True	False	26,704
10	3.210	2.820	0.390	12.5%	0.155	5.0%	78%	False	False	29,044

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	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.678
2.618	3.476
1.618	3.352
1.000	3.275
0.618	3.228
HIGH	3.151
0.618	3.104
0.500	3.089
0.382	3.074
LOW	3.027
0.618	2.950
1.000	2.903
1.618	2.826
2.618	2.702
4.250	2.500

Fisher Pivots for day following 06-Feb-2012
Pivot	1 day	3 day
R1	3.113	3.083
PP	3.101	3.042
S1	3.089	3.000

Download as Excel Spreadsheet

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

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