NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	3.456	3.470	0.014	0.4%	3.343
High	3.479	3.492	0.013	0.4%	3.492
Low	3.456	3.466	0.010	0.3%	3.301
Close	3.474	3.484	0.010	0.3%	3.484
Range	0.023	0.026	0.003	13.0%	0.191
ATR	0.077	0.073	-0.004	-4.7%	0.000
Volume	478	430	-48	-10.0%	2,034

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.559	3.547	3.498
R3	3.533	3.521	3.491
R2	3.507	3.507	3.489
R1	3.495	3.495	3.486	3.501
PP	3.481	3.481	3.481	3.484
S1	3.469	3.469	3.482	3.475
S2	3.455	3.455	3.479
S3	3.429	3.443	3.477
S4	3.403	3.417	3.470

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.999	3.932	3.589
R3	3.808	3.741	3.537
R2	3.617	3.617	3.519
R1	3.550	3.550	3.502	3.584
PP	3.426	3.426	3.426	3.442
S1	3.359	3.359	3.466	3.393
S2	3.235	3.235	3.449
S3	3.044	3.168	3.431
S4	2.853	2.977	3.379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.492	3.301	0.191	5.5%	0.060	1.7%	96%	True	False	406
10	3.492	3.275	0.217	6.2%	0.055	1.6%	96%	True	False	464
20	3.750	3.275	0.475	13.6%	0.059	1.7%	44%	False	False	734
40	3.750	3.267	0.483	13.9%	0.069	2.0%	45%	False	False	762

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.603
2.618	3.560
1.618	3.534
1.000	3.518
0.618	3.508
HIGH	3.492
0.618	3.482
0.500	3.479
0.382	3.476
LOW	3.466
0.618	3.450
1.000	3.440
1.618	3.424
2.618	3.398
4.250	3.356

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	3.482	3.469
PP	3.481	3.454
S1	3.479	3.440

Download as Excel Spreadsheet

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

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