NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	3.514	3.466	-0.048	-1.4%	3.310
High	3.582	3.513	-0.069	-1.9%	3.445
Low	3.437	3.394	-0.043	-1.3%	3.310
Close	3.466	3.419	-0.047	-1.4%	3.413
Range	0.145	0.119	-0.026	-17.9%	0.135
ATR
Volume	3,178	9,072	5,894	185.5%	22,524

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.799	3.728	3.484
R3	3.680	3.609	3.452
R2	3.561	3.561	3.441
R1	3.490	3.490	3.430	3.466
PP	3.442	3.442	3.442	3.430
S1	3.371	3.371	3.408	3.347
S2	3.323	3.323	3.397
S3	3.204	3.252	3.386
S4	3.085	3.133	3.354

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.794	3.739	3.487
R3	3.659	3.604	3.450
R2	3.524	3.524	3.438
R1	3.469	3.469	3.425	3.497
PP	3.389	3.389	3.389	3.403
S1	3.334	3.334	3.401	3.362
S2	3.254	3.254	3.388
S3	3.119	3.199	3.376
S4	2.984	3.064	3.339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.582	3.337	0.245	7.2%	0.100	2.9%	33%	False	False	4,710
10	3.582	3.295	0.287	8.4%	0.093	2.7%	43%	False	False	5,270

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	0.031
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.019
2.618	3.825
1.618	3.706
1.000	3.632
0.618	3.587
HIGH	3.513
0.618	3.468
0.500	3.454
0.382	3.439
LOW	3.394
0.618	3.320
1.000	3.275
1.618	3.201
2.618	3.082
4.250	2.888

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	3.454	3.488
PP	3.442	3.465
S1	3.431	3.442

Download as Excel Spreadsheet

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

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