NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 06-Dec-2012

Day Change Summary
	Previous	Current
	05-Dec-2012	06-Dec-2012	Change	Change %	Previous Week
Open	3.758	3.840	0.082	2.2%	3.947
High	3.843	3.862	0.019	0.5%	4.000
Low	3.753	3.763	0.010	0.3%	3.696
Close	3.841	3.819	-0.022	-0.6%	3.714
Range	0.090	0.099	0.009	10.0%	0.304
ATR	0.093	0.093	0.000	0.5%	0.000
Volume	1,422	1,359	-63	-4.4%	6,649

Daily Pivots for day following 06-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.112	4.064	3.873
R3	4.013	3.965	3.846
R2	3.914	3.914	3.837
R1	3.866	3.866	3.828	3.841
PP	3.815	3.815	3.815	3.802
S1	3.767	3.767	3.810	3.742
S2	3.716	3.716	3.801
S3	3.617	3.668	3.792
S4	3.518	3.569	3.765

Weekly Pivots for week ending 30-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.715	4.519	3.881
R3	4.411	4.215	3.798
R2	4.107	4.107	3.770
R1	3.911	3.911	3.742	3.857
PP	3.803	3.803	3.803	3.777
S1	3.607	3.607	3.686	3.553
S2	3.499	3.499	3.658
S3	3.195	3.303	3.630
S4	2.891	2.999	3.547

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.862	3.696	0.166	4.3%	0.077	2.0%	74%	True	False	1,510
10	4.094	3.696	0.398	10.4%	0.072	1.9%	31%	False	False	1,388

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.016
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.283
2.618	4.121
1.618	4.022
1.000	3.961
0.618	3.923
HIGH	3.862
0.618	3.824
0.500	3.813
0.382	3.801
LOW	3.763
0.618	3.702
1.000	3.664
1.618	3.603
2.618	3.504
4.250	3.342

Fisher Pivots for day following 06-Dec-2012
Pivot	1 day	3 day
R1	3.817	3.806
PP	3.815	3.793
S1	3.813	3.780

Download as Excel Spreadsheet

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

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