NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 01-Mar-2012

Day Change Summary
	Previous	Current
	29-Feb-2012	01-Mar-2012	Change	Change %	Previous Week
Open	3.038	3.105	0.067	2.2%	3.276
High	3.126	3.105	-0.021	-0.7%	3.361
Low	3.030	3.005	-0.025	-0.8%	3.229
Close	3.121	3.021	-0.100	-3.2%	3.249
Range	0.096	0.100	0.004	4.2%	0.132
ATR
Volume	2,924	4,327	1,403	48.0%	21,329

Daily Pivots for day following 01-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.344	3.282	3.076
R3	3.244	3.182	3.049
R2	3.144	3.144	3.039
R1	3.082	3.082	3.030	3.063
PP	3.044	3.044	3.044	3.034
S1	2.982	2.982	3.012	2.963
S2	2.944	2.944	3.003
S3	2.844	2.882	2.994
S4	2.744	2.782	2.966

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	3.333	3.005	0.328	10.9%	0.106	3.5%	5%	False	True	3,915
10	3.364	3.005	0.359	11.9%	0.102	3.4%	4%	False	True	5,313

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.530
2.618	3.367
1.618	3.267
1.000	3.205
0.618	3.167
HIGH	3.105
0.618	3.067
0.500	3.055
0.382	3.043
LOW	3.005
0.618	2.943
1.000	2.905
1.618	2.843
2.618	2.743
4.250	2.580

Fisher Pivots for day following 01-Mar-2012
Pivot	1 day	3 day
R1	3.055	3.077
PP	3.044	3.058
S1	3.032	3.040

Download as Excel Spreadsheet

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

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