NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	3.050	2.914	-0.136	-4.5%	3.173
High	3.053	2.970	-0.083	-2.7%	3.173
Low	2.950	2.859	-0.091	-3.1%	2.950
Close	3.001	2.878	-0.123	-4.1%	3.001
Range	0.103	0.111	0.008	7.8%	0.223
ATR	0.096	0.099	0.003	3.4%	0.000
Volume	18,136	13,435	-4,701	-25.9%	86,536

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.235	3.168	2.939
R3	3.124	3.057	2.909
R2	3.013	3.013	2.898
R1	2.946	2.946	2.888	2.924
PP	2.902	2.902	2.902	2.892
S1	2.835	2.835	2.868	2.813
S2	2.791	2.791	2.858
S3	2.680	2.724	2.847
S4	2.569	2.613	2.817

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.710	3.579	3.124
R3	3.487	3.356	3.062
R2	3.264	3.264	3.042
R1	3.133	3.133	3.021	3.087
PP	3.041	3.041	3.041	3.019
S1	2.910	2.910	2.981	2.864
S2	2.818	2.818	2.960
S3	2.595	2.687	2.940
S4	2.372	2.464	2.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.152	2.859	0.293	10.2%	0.102	3.6%	6%	False	True	15,761
10	3.190	2.859	0.331	11.5%	0.111	3.9%	6%	False	True	15,177
20	3.190	2.809	0.381	13.2%	0.098	3.4%	18%	False	False	15,992
40	3.190	2.566	0.624	21.7%	0.080	2.8%	50%	False	False	13,103
60	3.190	2.566	0.624	21.7%	0.076	2.6%	50%	False	False	10,682

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.442
2.618	3.261
1.618	3.150
1.000	3.081
0.618	3.039
HIGH	2.970
0.618	2.928
0.500	2.915
0.382	2.901
LOW	2.859
0.618	2.790
1.000	2.748
1.618	2.679
2.618	2.568
4.250	2.387

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	2.915	2.995
PP	2.902	2.956
S1	2.890	2.917

Download as Excel Spreadsheet

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

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