NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 20-Aug-2012

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	2.755	2.762	0.007	0.3%	2.806
High	2.800	2.824	0.024	0.9%	2.884
Low	2.732	2.732	0.000	0.0%	2.727
Close	2.764	2.815	0.051	1.8%	2.764
Range	0.068	0.092	0.024	35.3%	0.157
ATR	0.129	0.126	-0.003	-2.0%	0.000
Volume	42,460	59,863	17,403	41.0%	411,618

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.066	3.033	2.866
R3	2.974	2.941	2.840
R2	2.882	2.882	2.832
R1	2.849	2.849	2.823	2.866
PP	2.790	2.790	2.790	2.799
S1	2.757	2.757	2.807	2.774
S2	2.698	2.698	2.798
S3	2.606	2.665	2.790
S4	2.514	2.573	2.764

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.263	3.170	2.850
R3	3.106	3.013	2.807
R2	2.949	2.949	2.793
R1	2.856	2.856	2.778	2.824
PP	2.792	2.792	2.792	2.776
S1	2.699	2.699	2.750	2.667
S2	2.635	2.635	2.735
S3	2.478	2.542	2.721
S4	2.321	2.385	2.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.884	2.727	0.157	5.6%	0.106	3.8%	56%	False	False	71,491
10	3.135	2.727	0.408	14.5%	0.119	4.2%	22%	False	False	83,217
20	3.281	2.727	0.554	19.7%	0.127	4.5%	16%	False	False	71,698
40	3.281	2.727	0.554	19.7%	0.132	4.7%	16%	False	False	61,092
60	3.281	2.357	0.924	32.8%	0.129	4.6%	50%	False	False	55,255
80	3.281	2.357	0.924	32.8%	0.125	4.4%	50%	False	False	50,378
100	3.281	2.300	0.981	34.8%	0.114	4.0%	52%	False	False	45,275
120	3.281	2.300	0.981	34.8%	0.107	3.8%	52%	False	False	41,094

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.215
2.618	3.065
1.618	2.973
1.000	2.916
0.618	2.881
HIGH	2.824
0.618	2.789
0.500	2.778
0.382	2.767
LOW	2.732
0.618	2.675
1.000	2.640
1.618	2.583
2.618	2.491
4.250	2.341

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	2.803	2.811
PP	2.790	2.807
S1	2.778	2.804

Download as Excel Spreadsheet

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

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