NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 06-Mar-2012

Day Change Summary
	Previous	Current
	05-Mar-2012	06-Mar-2012	Change	Change %	Previous Week
Open	3.000	2.940	-0.060	-2.0%	3.216
High	3.004	2.971	-0.033	-1.1%	3.270
Low	2.943	2.917	-0.026	-0.9%	3.005
Close	2.952	2.925	-0.027	-0.9%	3.050
Range	0.061	0.054	-0.007	-11.5%	0.265
ATR	0.096	0.093	-0.003	-3.1%	0.000
Volume	5,158	5,612	454	8.8%	18,476

Daily Pivots for day following 06-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.100	3.066	2.955
R3	3.046	3.012	2.940
R2	2.992	2.992	2.935
R1	2.958	2.958	2.930	2.948
PP	2.938	2.938	2.938	2.933
S1	2.904	2.904	2.920	2.894
S2	2.884	2.884	2.915
S3	2.830	2.850	2.910
S4	2.776	2.796	2.895

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	3.126	2.917	0.209	7.1%	0.070	2.4%	4%	False	True	4,485
10	3.361	2.917	0.444	15.2%	0.089	3.0%	2%	False	True	4,346

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.201
2.618	3.112
1.618	3.058
1.000	3.025
0.618	3.004
HIGH	2.971
0.618	2.950
0.500	2.944
0.382	2.938
LOW	2.917
0.618	2.884
1.000	2.863
1.618	2.830
2.618	2.776
4.250	2.688

Fisher Pivots for day following 06-Mar-2012
Pivot	1 day	3 day
R1	2.944	2.990
PP	2.938	2.968
S1	2.931	2.947

Download as Excel Spreadsheet

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

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