NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 08-Mar-2012

Day Change Summary
	Previous	Current
	07-Mar-2012	08-Mar-2012	Change	Change %	Previous Week
Open	2.909	2.862	-0.047	-1.6%	3.216
High	2.909	2.896	-0.013	-0.4%	3.270
Low	2.849	2.823	-0.026	-0.9%	3.005
Close	2.872	2.867	-0.005	-0.2%	3.050
Range	0.060	0.073	0.013	21.7%	0.265
ATR	0.092	0.090	-0.001	-1.5%	0.000
Volume	7,521	5,415	-2,106	-28.0%	18,476

Daily Pivots for day following 08-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.081	3.047	2.907
R3	3.008	2.974	2.887
R2	2.935	2.935	2.880
R1	2.901	2.901	2.874	2.918
PP	2.862	2.862	2.862	2.871
S1	2.828	2.828	2.860	2.845
S2	2.789	2.789	2.854
S3	2.716	2.755	2.847
S4	2.643	2.682	2.827

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	3.063	2.823	0.240	8.4%	0.058	2.0%	18%	False	True	5,622
10	3.333	2.823	0.510	17.8%	0.082	2.9%	9%	False	True	4,769

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.206
2.618	3.087
1.618	3.014
1.000	2.969
0.618	2.941
HIGH	2.896
0.618	2.868
0.500	2.860
0.382	2.851
LOW	2.823
0.618	2.778
1.000	2.750
1.618	2.705
2.618	2.632
4.250	2.513

Fisher Pivots for day following 08-Mar-2012
Pivot	1 day	3 day
R1	2.865	2.897
PP	2.862	2.887
S1	2.860	2.877

Download as Excel Spreadsheet

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

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