NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 15-May-2012

Day Change Summary
	Previous	Current
	14-May-2012	15-May-2012	Change	Change %	Previous Week
Open	3.486	3.411	-0.075	-2.2%	3.349
High	3.530	3.499	-0.031	-0.9%	3.558
Low	3.427	3.411	-0.016	-0.5%	3.348
Close	3.442	3.488	0.046	1.3%	3.510
Range	0.103	0.088	-0.015	-14.6%	0.210
ATR	0.077	0.078	0.001	1.0%	0.000
Volume	12,178	7,673	-4,505	-37.0%	65,601

Daily Pivots for day following 15-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.730	3.697	3.536
R3	3.642	3.609	3.512
R2	3.554	3.554	3.504
R1	3.521	3.521	3.496	3.538
PP	3.466	3.466	3.466	3.474
S1	3.433	3.433	3.480	3.450
S2	3.378	3.378	3.472
S3	3.290	3.345	3.464
S4	3.202	3.257	3.440

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	3.411	0.147	4.2%	0.081	2.3%	52%	False	True	13,590
10	3.558	3.281	0.277	7.9%	0.086	2.5%	75%	False	False	13,043

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.873
2.618	3.729
1.618	3.641
1.000	3.587
0.618	3.553
HIGH	3.499
0.618	3.465
0.500	3.455
0.382	3.445
LOW	3.411
0.618	3.357
1.000	3.323
1.618	3.269
2.618	3.181
4.250	3.037

Fisher Pivots for day following 15-May-2012
Pivot	1 day	3 day
R1	3.477	3.487
PP	3.466	3.486
S1	3.455	3.485

Download as Excel Spreadsheet

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

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