NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 31-Dec-2012

Day Change Summary
	Previous	Current
	28-Dec-2012	31-Dec-2012	Change	Change %	Previous Week
Open	3.639	3.710	0.071	2.0%	3.620
High	3.700	3.710	0.010	0.3%	3.700
Low	3.607	3.596	-0.011	-0.3%	3.601
Close	3.700	3.598	-0.102	-2.8%	3.700
Range	0.093	0.114	0.021	22.6%	0.099
ATR	0.073	0.076	0.003	4.0%	0.000
Volume	2,784	2,920	136	4.9%	7,649

Daily Pivots for day following 31-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.977	3.901	3.661
R3	3.863	3.787	3.629
R2	3.749	3.749	3.619
R1	3.673	3.673	3.608	3.654
PP	3.635	3.635	3.635	3.625
S1	3.559	3.559	3.588	3.540
S2	3.521	3.521	3.577
S3	3.407	3.445	3.567
S4	3.293	3.331	3.535

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.964	3.931	3.754
R3	3.865	3.832	3.727
R2	3.766	3.766	3.718
R1	3.733	3.733	3.709	3.750
PP	3.667	3.667	3.667	3.675
S1	3.634	3.634	3.691	3.651
S2	3.568	3.568	3.682
S3	3.469	3.535	3.673
S4	3.370	3.436	3.646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.710	3.596	0.114	3.2%	0.060	1.7%	2%	True	True	2,113
10	3.724	3.536	0.188	5.2%	0.063	1.8%	33%	False	False	1,964

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.007
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	4.195
2.618	4.008
1.618	3.894
1.000	3.824
0.618	3.780
HIGH	3.710
0.618	3.666
0.500	3.653
0.382	3.640
LOW	3.596
0.618	3.526
1.000	3.482
1.618	3.412
2.618	3.298
4.250	3.112

Fisher Pivots for day following 31-Dec-2012
Pivot	1 day	3 day
R1	3.653	3.653
PP	3.635	3.635
S1	3.616	3.616

Download as Excel Spreadsheet

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

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