NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	3.023	3.000	-0.023	-0.8%	3.216
High	3.063	3.004	-0.059	-1.9%	3.270
Low	3.023	2.943	-0.080	-2.6%	3.005
Close	3.050	2.952	-0.098	-3.2%	3.050
Range	0.040	0.061	0.021	52.5%	0.265
ATR	0.095	0.096	0.001	0.9%	0.000
Volume	4,406	5,158	752	17.1%	18,476

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.149	3.112	2.986
R3	3.088	3.051	2.969
R2	3.027	3.027	2.963
R1	2.990	2.990	2.958	2.978
PP	2.966	2.966	2.966	2.961
S1	2.929	2.929	2.946	2.917
S2	2.905	2.905	2.941
S3	2.844	2.868	2.935
S4	2.783	2.807	2.918

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.903	3.742	3.196
R3	3.638	3.477	3.123
R2	3.373	3.373	3.099
R1	3.212	3.212	3.074	3.160
PP	3.108	3.108	3.108	3.083
S1	2.947	2.947	3.026	2.895
S2	2.843	2.843	3.001
S3	2.578	2.682	2.977
S4	2.313	2.417	2.904

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.148	2.943	0.205	6.9%	0.080	2.7%	4%	False	True	4,115
10	3.361	2.943	0.418	14.2%	0.091	3.1%	2%	False	True	4,496

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	3.263
2.618	3.164
1.618	3.103
1.000	3.065
0.618	3.042
HIGH	3.004
0.618	2.981
0.500	2.974
0.382	2.966
LOW	2.943
0.618	2.905
1.000	2.882
1.618	2.844
2.618	2.783
4.250	2.684

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	2.974	3.024
PP	2.966	3.000
S1	2.959	2.976

Download as Excel Spreadsheet

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

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