NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	3.468	3.502	0.034	1.0%	3.491
High	3.522	3.559	0.037	1.1%	3.656
Low	3.419	3.400	-0.019	-0.6%	3.426
Close	3.517	3.538	0.021	0.6%	3.440
Range	0.103	0.159	0.056	54.4%	0.230
ATR	0.106	0.110	0.004	3.5%	0.000
Volume	21,082	17,589	-3,493	-16.6%	58,605

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.976	3.916	3.625
R3	3.817	3.757	3.582
R2	3.658	3.658	3.567
R1	3.598	3.598	3.553	3.628
PP	3.499	3.499	3.499	3.514
S1	3.439	3.439	3.523	3.469
S2	3.340	3.340	3.509
S3	3.181	3.280	3.494
S4	3.022	3.121	3.451

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.197	4.049	3.567
R3	3.967	3.819	3.503
R2	3.737	3.737	3.482
R1	3.589	3.589	3.461	3.548
PP	3.507	3.507	3.507	3.487
S1	3.359	3.359	3.419	3.318
S2	3.277	3.277	3.398
S3	3.047	3.129	3.377
S4	2.817	2.899	3.314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.656	3.400	0.256	7.2%	0.137	3.9%	54%	False	True	19,699
10	3.656	3.394	0.262	7.4%	0.115	3.2%	55%	False	False	19,641
20	3.656	3.114	0.542	15.3%	0.116	3.3%	78%	False	False	20,044
40	3.656	3.114	0.542	15.3%	0.100	2.8%	78%	False	False	18,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.235
2.618	3.975
1.618	3.816
1.000	3.718
0.618	3.657
HIGH	3.559
0.618	3.498
0.500	3.480
0.382	3.461
LOW	3.400
0.618	3.302
1.000	3.241
1.618	3.143
2.618	2.984
4.250	2.724

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	3.519	3.519
PP	3.499	3.499
S1	3.480	3.480

Download as Excel Spreadsheet

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

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