NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 25-May-2012

Day Change Summary
	Previous	Current
	24-May-2012	25-May-2012	Change	Change %	Previous Week
Open	2.918	2.852	-0.066	-2.3%	2.952
High	2.940	2.860	-0.080	-2.7%	2.955
Low	2.836	2.733	-0.103	-3.6%	2.733
Close	2.856	2.789	-0.067	-2.3%	2.789
Range	0.104	0.127	0.023	22.1%	0.222
ATR	0.108	0.109	0.001	1.3%	0.000
Volume	37,208	39,964	2,756	7.4%	220,283

Daily Pivots for day following 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.175	3.109	2.859
R3	3.048	2.982	2.824
R2	2.921	2.921	2.812
R1	2.855	2.855	2.801	2.825
PP	2.794	2.794	2.794	2.779
S1	2.728	2.728	2.777	2.698
S2	2.667	2.667	2.766
S3	2.540	2.601	2.754
S4	2.413	2.474	2.719

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.492	3.362	2.911
R3	3.270	3.140	2.850
R2	3.048	3.048	2.830
R1	2.918	2.918	2.809	2.872
PP	2.826	2.826	2.826	2.803
S1	2.696	2.696	2.769	2.650
S2	2.604	2.604	2.748
S3	2.382	2.474	2.728
S4	2.160	2.252	2.667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.955	2.733	0.222	8.0%	0.122	4.4%	25%	False	True	44,056
10	2.976	2.631	0.345	12.4%	0.127	4.5%	46%	False	False	38,317
20	2.976	2.473	0.503	18.0%	0.114	4.1%	63%	False	False	35,509
40	2.976	2.300	0.676	24.2%	0.091	3.3%	72%	False	False	30,850
60	2.976	2.300	0.676	24.2%	0.086	3.1%	72%	False	False	27,226
80	3.198	2.300	0.898	32.2%	0.095	3.4%	54%	False	False	26,762

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	0.026
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.400
2.618	3.192
1.618	3.065
1.000	2.987
0.618	2.938
HIGH	2.860
0.618	2.811
0.500	2.797
0.382	2.782
LOW	2.733
0.618	2.655
1.000	2.606
1.618	2.528
2.618	2.401
4.250	2.193

Fisher Pivots for day following 25-May-2012
Pivot	1 day	3 day
R1	2.797	2.837
PP	2.794	2.821
S1	2.792	2.805

Download as Excel Spreadsheet

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

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