NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 11-May-2012

Day Change Summary
	Previous	Current
	10-May-2012	11-May-2012	Change	Change %	Previous Week
Open	3.495	3.500	0.005	0.1%	3.349
High	3.540	3.558	0.018	0.5%	3.558
Low	3.472	3.478	0.006	0.2%	3.348
Close	3.525	3.510	-0.015	-0.4%	3.510
Range	0.068	0.080	0.012	17.6%	0.210
ATR	0.075	0.075	0.000	0.5%	0.000
Volume	18,013	16,183	-1,830	-10.2%	65,601

Daily Pivots for day following 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.755	3.713	3.554
R3	3.675	3.633	3.532
R2	3.595	3.595	3.525
R1	3.553	3.553	3.517	3.574
PP	3.515	3.515	3.515	3.526
S1	3.473	3.473	3.503	3.494
S2	3.435	3.435	3.495
S3	3.355	3.393	3.488
S4	3.275	3.313	3.466

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.102	4.016	3.626
R3	3.892	3.806	3.568
R2	3.682	3.682	3.549
R1	3.596	3.596	3.529	3.639
PP	3.472	3.472	3.472	3.494
S1	3.386	3.386	3.491	3.429
S2	3.262	3.262	3.472
S3	3.052	3.176	3.452
S4	2.842	2.966	3.395

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.558	3.348	0.210	6.0%	0.080	2.3%	77%	True	False	13,120
10	3.558	3.235	0.323	9.2%	0.084	2.4%	85%	True	False	12,909

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	0.019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.898
2.618	3.767
1.618	3.687
1.000	3.638
0.618	3.607
HIGH	3.558
0.618	3.527
0.500	3.518
0.382	3.509
LOW	3.478
0.618	3.429
1.000	3.398
1.618	3.349
2.618	3.269
4.250	3.138

Fisher Pivots for day following 11-May-2012
Pivot	1 day	3 day
R1	3.518	3.508
PP	3.515	3.507
S1	3.513	3.505

Download as Excel Spreadsheet

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

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