NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 10-May-2012

Day Change Summary
	Previous	Current
	09-May-2012	10-May-2012	Change	Change %	Previous Week
Open	2.980	3.015	0.035	1.2%	2.759
High	3.034	3.054	0.020	0.7%	2.930
Low	2.965	2.979	0.014	0.5%	2.740
Close	3.017	3.033	0.016	0.5%	2.840
Range	0.069	0.075	0.006	8.7%	0.190
ATR	0.080	0.080	0.000	-0.5%	0.000
Volume	19,221	26,254	7,033	36.6%	60,695

Daily Pivots for day following 10-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.247	3.215	3.074
R3	3.172	3.140	3.054
R2	3.097	3.097	3.047
R1	3.065	3.065	3.040	3.081
PP	3.022	3.022	3.022	3.030
S1	2.990	2.990	3.026	3.006
S2	2.947	2.947	3.019
S3	2.872	2.915	3.012
S4	2.797	2.840	2.992

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.407	3.313	2.945
R3	3.217	3.123	2.892
R2	3.027	3.027	2.875
R1	2.933	2.933	2.857	2.980
PP	2.837	2.837	2.837	2.860
S1	2.743	2.743	2.823	2.790
S2	2.647	2.647	2.805
S3	2.457	2.553	2.788
S4	2.267	2.363	2.736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.054	2.830	0.224	7.4%	0.090	3.0%	91%	True	False	15,792
10	3.054	2.717	0.337	11.1%	0.085	2.8%	94%	True	False	14,548
20	3.054	2.566	0.488	16.1%	0.071	2.3%	96%	True	False	12,165
40	3.065	2.566	0.499	16.5%	0.066	2.2%	94%	False	False	9,425
60	3.364	2.566	0.798	26.3%	0.074	2.4%	59%	False	False	8,309

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.373
2.618	3.250
1.618	3.175
1.000	3.129
0.618	3.100
HIGH	3.054
0.618	3.025
0.500	3.017
0.382	3.008
LOW	2.979
0.618	2.933
1.000	2.904
1.618	2.858
2.618	2.783
4.250	2.660

Fisher Pivots for day following 10-May-2012
Pivot	1 day	3 day
R1	3.028	3.007
PP	3.022	2.981
S1	3.017	2.955

Download as Excel Spreadsheet

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

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