NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 21-May-2012

Day Change Summary
	Previous	Current
	18-May-2012	21-May-2012	Change	Change %	Previous Week
Open	3.401	3.458	0.057	1.7%	3.356
High	3.479	3.468	-0.011	-0.3%	3.479
Low	3.400	3.348	-0.052	-1.5%	3.250
Close	3.469	3.356	-0.113	-3.3%	3.469
Range	0.079	0.120	0.041	51.9%	0.229
ATR	0.085	0.087	0.003	3.0%	0.000
Volume	10,619	19,261	8,642	81.4%	52,062

Daily Pivots for day following 21-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.751	3.673	3.422
R3	3.631	3.553	3.389
R2	3.511	3.511	3.378
R1	3.433	3.433	3.367	3.412
PP	3.391	3.391	3.391	3.380
S1	3.313	3.313	3.345	3.292
S2	3.271	3.271	3.334
S3	3.151	3.193	3.323
S4	3.031	3.073	3.290

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.086	4.007	3.595
R3	3.857	3.778	3.532
R2	3.628	3.628	3.511
R1	3.549	3.549	3.490	3.589
PP	3.399	3.399	3.399	3.419
S1	3.320	3.320	3.448	3.360
S2	3.170	3.170	3.427
S3	2.941	3.091	3.406
S4	2.712	2.862	3.343

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.479	3.250	0.229	6.8%	0.105	3.1%	46%	False	False	12,031
10	3.479	3.200	0.279	8.3%	0.098	2.9%	56%	False	False	11,675
20	3.479	2.955	0.524	15.6%	0.092	2.7%	77%	False	False	10,587
40	3.479	2.909	0.570	17.0%	0.074	2.2%	78%	False	False	9,184

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.978
2.618	3.782
1.618	3.662
1.000	3.588
0.618	3.542
HIGH	3.468
0.618	3.422
0.500	3.408
0.382	3.394
LOW	3.348
0.618	3.274
1.000	3.228
1.618	3.154
2.618	3.034
4.250	2.838

Fisher Pivots for day following 21-May-2012
Pivot	1 day	3 day
R1	3.408	3.407
PP	3.391	3.390
S1	3.373	3.373

Download as Excel Spreadsheet

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

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