NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 18-Jun-2012

Day Change Summary
	Previous	Current
	15-Jun-2012	18-Jun-2012	Change	Change %	Previous Week
Open	3.368	3.322	-0.046	-1.4%	3.240
High	3.374	3.421	0.047	1.4%	3.374
Low	3.291	3.295	0.004	0.1%	3.114
Close	3.320	3.404	0.084	2.5%	3.320
Range	0.083	0.126	0.043	51.8%	0.260
ATR	0.095	0.097	0.002	2.4%	0.000
Volume	36,839	17,679	-19,160	-52.0%	99,958

Daily Pivots for day following 18-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.751	3.704	3.473
R3	3.625	3.578	3.439
R2	3.499	3.499	3.427
R1	3.452	3.452	3.416	3.476
PP	3.373	3.373	3.373	3.385
S1	3.326	3.326	3.392	3.350
S2	3.247	3.247	3.381
S3	3.121	3.200	3.369
S4	2.995	3.074	3.335

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.049	3.945	3.463
R3	3.789	3.685	3.392
R2	3.529	3.529	3.368
R1	3.425	3.425	3.344	3.477
PP	3.269	3.269	3.269	3.296
S1	3.165	3.165	3.296	3.217
S2	3.009	3.009	3.272
S3	2.749	2.905	3.249
S4	2.489	2.645	3.177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.421	3.114	0.307	9.0%	0.115	3.4%	94%	True	False	19,951
10	3.421	3.114	0.307	9.0%	0.096	2.8%	94%	True	False	17,333
20	3.607	3.114	0.493	14.5%	0.093	2.7%	59%	False	False	18,562
40	3.620	3.062	0.558	16.4%	0.088	2.6%	61%	False	False	16,067

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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.957
2.618	3.751
1.618	3.625
1.000	3.547
0.618	3.499
HIGH	3.421
0.618	3.373
0.500	3.358
0.382	3.343
LOW	3.295
0.618	3.217
1.000	3.169
1.618	3.091
2.618	2.965
4.250	2.760

Fisher Pivots for day following 18-Jun-2012
Pivot	1 day	3 day
R1	3.389	3.359
PP	3.373	3.313
S1	3.358	3.268

Download as Excel Spreadsheet

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

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