NYMEX Natural Gas Future January 2013

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

Day Change Summary
	Previous	Current
	17-Jul-2012	18-Jul-2012	Change	Change %	Previous Week
Open	3.450	3.450	0.000	0.0%	3.464
High	3.495	3.599	0.104	3.0%	3.570
Low	3.400	3.450	0.050	1.5%	3.400
Close	3.465	3.545	0.080	2.3%	3.546
Range	0.095	0.149	0.054	56.8%	0.170
ATR	0.107	0.110	0.003	2.8%	0.000
Volume	12,379	13,999	1,620	13.1%	108,266

Daily Pivots for day following 18-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.978	3.911	3.627
R3	3.829	3.762	3.586
R2	3.680	3.680	3.572
R1	3.613	3.613	3.559	3.647
PP	3.531	3.531	3.531	3.548
S1	3.464	3.464	3.531	3.498
S2	3.382	3.382	3.518
S3	3.233	3.315	3.504
S4	3.084	3.166	3.463

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.015	3.951	3.640
R3	3.845	3.781	3.593
R2	3.675	3.675	3.577
R1	3.611	3.611	3.562	3.643
PP	3.505	3.505	3.505	3.522
S1	3.441	3.441	3.530	3.473
S2	3.335	3.335	3.515
S3	3.165	3.271	3.499
S4	2.995	3.101	3.453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.599	3.400	0.199	5.6%	0.117	3.3%	73%	True	False	16,860
10	3.656	3.400	0.256	7.2%	0.119	3.4%	57%	False	False	17,506
20	3.656	3.340	0.316	8.9%	0.110	3.1%	65%	False	False	18,778
40	3.656	3.114	0.542	15.3%	0.101	2.9%	80%	False	False	18,489
60	3.656	3.107	0.549	15.5%	0.096	2.7%	80%	False	False	17,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.232
2.618	3.989
1.618	3.840
1.000	3.748
0.618	3.691
HIGH	3.599
0.618	3.542
0.500	3.525
0.382	3.507
LOW	3.450
0.618	3.358
1.000	3.301
1.618	3.209
2.618	3.060
4.250	2.817

Fisher Pivots for day following 18-Jul-2012
Pivot	1 day	3 day
R1	3.538	3.530
PP	3.531	3.515
S1	3.525	3.500

Download as Excel Spreadsheet

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

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