NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 29-Oct-2012

Day Change Summary
	Previous	Current
	26-Oct-2012	29-Oct-2012	Change	Change %	Previous Week
Open	3.950	3.924	-0.026	-0.7%	4.052
High	3.950	4.019	0.069	1.7%	4.066
Low	3.888	3.923	0.035	0.9%	3.877
Close	3.911	3.973	0.062	1.6%	3.911
Range	0.062	0.096	0.034	54.8%	0.189
ATR	0.000	0.083	0.083		0.000
Volume	1,390	1,570	180	12.9%	6,766

Daily Pivots for day following 29-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.260	4.212	4.026
R3	4.164	4.116	3.999
R2	4.068	4.068	3.991
R1	4.020	4.020	3.982	4.044
PP	3.972	3.972	3.972	3.984
S1	3.924	3.924	3.964	3.948
S2	3.876	3.876	3.955
S3	3.780	3.828	3.947
S4	3.684	3.732	3.920

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.518	4.404	4.015
R3	4.329	4.215	3.963
R2	4.140	4.140	3.946
R1	4.026	4.026	3.928	3.989
PP	3.951	3.951	3.951	3.933
S1	3.837	3.837	3.894	3.800
S2	3.762	3.762	3.876
S3	3.573	3.648	3.859
S4	3.384	3.459	3.807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.019	3.877	0.142	3.6%	0.084	2.1%	68%	True	False	1,376
10	4.071	3.877	0.194	4.9%	0.079	2.0%	49%	False	False	1,977

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.427
2.618	4.270
1.618	4.174
1.000	4.115
0.618	4.078
HIGH	4.019
0.618	3.982
0.500	3.971
0.382	3.960
LOW	3.923
0.618	3.864
1.000	3.827
1.618	3.768
2.618	3.672
4.250	3.515

Fisher Pivots for day following 29-Oct-2012
Pivot	1 day	3 day
R1	3.972	3.965
PP	3.972	3.956
S1	3.971	3.948

Download as Excel Spreadsheet

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

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