NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 30-Mar-2012

Day Change Summary
	Previous	Current
	29-Mar-2012	30-Mar-2012	Change	Change %	Previous Week
Open	3.244	3.155	-0.089	-2.7%	3.319
High	3.244	3.194	-0.050	-1.5%	3.335
Low	3.135	3.120	-0.015	-0.5%	3.120
Close	3.150	3.181	0.031	1.0%	3.181
Range	0.109	0.074	-0.035	-32.1%	0.215
ATR
Volume	5,001	7,000	1,999	40.0%	23,872

Daily Pivots for day following 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.387	3.358	3.222
R3	3.313	3.284	3.201
R2	3.239	3.239	3.195
R1	3.210	3.210	3.188	3.225
PP	3.165	3.165	3.165	3.172
S1	3.136	3.136	3.174	3.151
S2	3.091	3.091	3.167
S3	3.017	3.062	3.161
S4	2.943	2.988	3.140

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.857	3.734	3.299
R3	3.642	3.519	3.240
R2	3.427	3.427	3.220
R1	3.304	3.304	3.201	3.258
PP	3.212	3.212	3.212	3.189
S1	3.089	3.089	3.161	3.043
S2	2.997	2.997	3.142
S3	2.782	2.874	3.122
S4	2.567	2.659	3.063

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.335	3.120	0.215	6.8%	0.070	2.2%	28%	False	True	4,774
10	3.401	3.120	0.281	8.8%	0.072	2.3%	22%	False	True	4,638

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	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.509
2.618	3.388
1.618	3.314
1.000	3.268
0.618	3.240
HIGH	3.194
0.618	3.166
0.500	3.157
0.382	3.148
LOW	3.120
0.618	3.074
1.000	3.046
1.618	3.000
2.618	2.926
4.250	2.806

Fisher Pivots for day following 30-Mar-2012
Pivot	1 day	3 day
R1	3.173	3.196
PP	3.165	3.191
S1	3.157	3.186

Download as Excel Spreadsheet

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

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