NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 22-Feb-2012

Day Change Summary
	Previous	Current
	21-Feb-2012	22-Feb-2012	Change	Change %	Previous Week
Open	3.656	3.689	0.033	0.9%	3.619
High	3.711	3.746	0.035	0.9%	3.750
Low	3.656	3.662	0.006	0.2%	3.619
Close	3.711	3.746	0.035	0.9%	3.727
Range	0.055	0.084	0.029	52.7%	0.131
ATR	0.088	0.088	0.000	-0.4%	0.000
Volume	495	232	-263	-53.1%	2,091

Daily Pivots for day following 22-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.970	3.942	3.792
R3	3.886	3.858	3.769
R2	3.802	3.802	3.761
R1	3.774	3.774	3.754	3.788
PP	3.718	3.718	3.718	3.725
S1	3.690	3.690	3.738	3.704
S2	3.634	3.634	3.731
S3	3.550	3.606	3.723
S4	3.466	3.522	3.700

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.092	4.040	3.799
R3	3.961	3.909	3.763
R2	3.830	3.830	3.751
R1	3.778	3.778	3.739	3.804
PP	3.699	3.699	3.699	3.712
S1	3.647	3.647	3.715	3.673
S2	3.568	3.568	3.703
S3	3.437	3.516	3.691
S4	3.306	3.385	3.655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.750	3.640	0.110	2.9%	0.056	1.5%	96%	False	False	420
10	3.750	3.509	0.241	6.4%	0.050	1.3%	98%	False	False	385
20	3.750	3.349	0.401	10.7%	0.072	1.9%	99%	False	False	684

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.005
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.103
2.618	3.966
1.618	3.882
1.000	3.830
0.618	3.798
HIGH	3.746
0.618	3.714
0.500	3.704
0.382	3.694
LOW	3.662
0.618	3.610
1.000	3.578
1.618	3.526
2.618	3.442
4.250	3.305

Fisher Pivots for day following 22-Feb-2012
Pivot	1 day	3 day
R1	3.732	3.732
PP	3.718	3.717
S1	3.704	3.703

Download as Excel Spreadsheet

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

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