NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	3.552	3.515	-0.037	-1.0%	3.549
High	3.567	3.589	0.022	0.6%	3.599
Low	3.490	3.503	0.013	0.4%	3.400
Close	3.519	3.581	0.062	1.8%	3.581
Range	0.077	0.086	0.009	11.7%	0.199
ATR	0.107	0.106	-0.002	-1.4%	0.000
Volume	24,579	33,718	9,139	37.2%	99,431

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.816	3.784	3.628
R3	3.730	3.698	3.605
R2	3.644	3.644	3.597
R1	3.612	3.612	3.589	3.628
PP	3.558	3.558	3.558	3.566
S1	3.526	3.526	3.573	3.542
S2	3.472	3.472	3.565
S3	3.386	3.440	3.557
S4	3.300	3.354	3.534

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.124	4.051	3.690
R3	3.925	3.852	3.636
R2	3.726	3.726	3.617
R1	3.653	3.653	3.599	3.690
PP	3.527	3.527	3.527	3.545
S1	3.454	3.454	3.563	3.491
S2	3.328	3.328	3.545
S3	3.129	3.255	3.526
S4	2.930	3.056	3.472

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%	0.105	2.9%	91%	False	False	19,886
10	3.599	3.400	0.199	5.6%	0.104	2.9%	91%	False	False	20,769
20	3.656	3.340	0.316	8.8%	0.108	3.0%	76%	False	False	19,663
40	3.656	3.114	0.542	15.1%	0.101	2.8%	86%	False	False	18,894
60	3.656	3.114	0.542	15.1%	0.097	2.7%	86%	False	False	17,703

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	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.955
2.618	3.814
1.618	3.728
1.000	3.675
0.618	3.642
HIGH	3.589
0.618	3.556
0.500	3.546
0.382	3.536
LOW	3.503
0.618	3.450
1.000	3.417
1.618	3.364
2.618	3.278
4.250	3.138

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	3.569	3.562
PP	3.558	3.543
S1	3.546	3.525

Download as Excel Spreadsheet

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

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