NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 25-May-2012

Day Change Summary
	Previous	Current
	24-May-2012	25-May-2012	Change	Change %	Previous Week
Open	3.386	3.300	-0.086	-2.5%	3.458
High	3.398	3.330	-0.068	-2.0%	3.468
Low	3.310	3.235	-0.075	-2.3%	3.235
Close	3.326	3.281	-0.045	-1.4%	3.281
Range	0.088	0.095	0.007	8.0%	0.233
ATR	0.088	0.088	0.001	0.6%	0.000
Volume	9,536	14,278	4,742	49.7%	65,749

Daily Pivots for day following 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.567	3.519	3.333
R3	3.472	3.424	3.307
R2	3.377	3.377	3.298
R1	3.329	3.329	3.290	3.306
PP	3.282	3.282	3.282	3.270
S1	3.234	3.234	3.272	3.211
S2	3.187	3.187	3.264
S3	3.092	3.139	3.255
S4	2.997	3.044	3.229

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.027	3.887	3.409
R3	3.794	3.654	3.345
R2	3.561	3.561	3.324
R1	3.421	3.421	3.302	3.375
PP	3.328	3.328	3.328	3.305
S1	3.188	3.188	3.260	3.142
S2	3.095	3.095	3.238
S3	2.862	2.955	3.217
S4	2.629	2.722	3.153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.468	3.235	0.233	7.1%	0.094	2.9%	20%	False	True	13,149
10	3.479	3.235	0.244	7.4%	0.099	3.0%	19%	False	True	11,781
20	3.479	3.073	0.406	12.4%	0.094	2.9%	51%	False	False	10,595
40	3.479	2.909	0.570	17.4%	0.076	2.3%	65%	False	False	9,924

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	0.021
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.734
2.618	3.579
1.618	3.484
1.000	3.425
0.618	3.389
HIGH	3.330
0.618	3.294
0.500	3.283
0.382	3.271
LOW	3.235
0.618	3.176
1.000	3.140
1.618	3.081
2.618	2.986
4.250	2.831

Fisher Pivots for day following 25-May-2012
Pivot	1 day	3 day
R1	3.283	3.320
PP	3.282	3.307
S1	3.282	3.294

Download as Excel Spreadsheet

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

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