NYMEX Natural Gas Future October 2012

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

Day Change Summary
	Previous	Current
	01-May-2012	02-May-2012	Change	Change %	Previous Week
Open	2.643	2.646	0.003	0.1%	2.348
High	2.670	2.670	0.000	0.0%	2.594
Low	2.599	2.550	-0.049	-1.9%	2.314
Close	2.660	2.565	-0.095	-3.6%	2.515
Range	0.071	0.120	0.049	69.0%	0.280
ATR	0.081	0.084	0.003	3.4%	0.000
Volume	25,646	37,189	11,543	45.0%	170,847

Daily Pivots for day following 02-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.955	2.880	2.631
R3	2.835	2.760	2.598
R2	2.715	2.715	2.587
R1	2.640	2.640	2.576	2.618
PP	2.595	2.595	2.595	2.584
S1	2.520	2.520	2.554	2.498
S2	2.475	2.475	2.543
S3	2.355	2.400	2.532
S4	2.235	2.280	2.499

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.314	3.195	2.669
R3	3.034	2.915	2.592
R2	2.754	2.754	2.566
R1	2.635	2.635	2.541	2.695
PP	2.474	2.474	2.474	2.504
S1	2.355	2.355	2.489	2.415
S2	2.194	2.194	2.464
S3	1.914	2.075	2.438
S4	1.634	1.795	2.361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.670	2.450	0.220	8.6%	0.112	4.4%	52%	True	False	32,378
10	2.670	2.300	0.370	14.4%	0.091	3.5%	72%	True	False	30,253
20	2.670	2.300	0.370	14.4%	0.074	2.9%	72%	True	False	26,633
40	2.852	2.300	0.552	21.5%	0.076	3.0%	48%	False	False	23,718
60	3.198	2.300	0.898	35.0%	0.086	3.3%	30%	False	False	23,777

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	0.023
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.180
2.618	2.984
1.618	2.864
1.000	2.790
0.618	2.744
HIGH	2.670
0.618	2.624
0.500	2.610
0.382	2.596
LOW	2.550
0.618	2.476
1.000	2.430
1.618	2.356
2.618	2.236
4.250	2.040

Fisher Pivots for day following 02-May-2012
Pivot	1 day	3 day
R1	2.610	2.572
PP	2.595	2.569
S1	2.580	2.567

Download as Excel Spreadsheet

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

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