NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 29-Feb-2012

Day Change Summary
	Previous	Current
	28-Feb-2012	29-Feb-2012	Change	Change %	Previous Week
Open	3.148	3.038	-0.110	-3.5%	3.276
High	3.148	3.126	-0.022	-0.7%	3.361
Low	3.046	3.030	-0.016	-0.5%	3.229
Close	3.050	3.121	0.071	2.3%	3.249
Range	0.102	0.096	-0.006	-5.9%	0.132
ATR
Volume	3,764	2,924	-840	-22.3%	21,329

Daily Pivots for day following 29-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.380	3.347	3.174
R3	3.284	3.251	3.147
R2	3.188	3.188	3.139
R1	3.155	3.155	3.130	3.172
PP	3.092	3.092	3.092	3.101
S1	3.059	3.059	3.112	3.076
S2	2.996	2.996	3.103
S3	2.900	2.963	3.095
S4	2.804	2.867	3.068

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.676	3.594	3.322
R3	3.544	3.462	3.285
R2	3.412	3.412	3.273
R1	3.330	3.330	3.261	3.305
PP	3.280	3.280	3.280	3.267
S1	3.198	3.198	3.237	3.173
S2	3.148	3.148	3.225
S3	3.016	3.066	3.213
S4	2.884	2.934	3.176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.361	3.030	0.331	10.6%	0.106	3.4%	27%	False	True	4,028
10	3.364	3.030	0.334	10.7%	0.103	3.3%	27%	False	True	5,443

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.015
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.534
2.618	3.377
1.618	3.281
1.000	3.222
0.618	3.185
HIGH	3.126
0.618	3.089
0.500	3.078
0.382	3.067
LOW	3.030
0.618	2.971
1.000	2.934
1.618	2.875
2.618	2.779
4.250	2.622

Fisher Pivots for day following 29-Feb-2012
Pivot	1 day	3 day
R1	3.107	3.150
PP	3.092	3.140
S1	3.078	3.131

Download as Excel Spreadsheet

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

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