NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 01-Oct-2012

Day Change Summary
	Previous	Current
	28-Sep-2012	01-Oct-2012	Change	Change %	Previous Week
Open	3.715	3.774	0.059	1.6%	3.508
High	3.777	3.895	0.118	3.1%	3.777
Low	3.698	3.774	0.076	2.1%	3.438
Close	3.767	3.891	0.124	3.3%	3.767
Range	0.079	0.121	0.042	53.2%	0.339
ATR	0.098	0.100	0.002	2.2%	0.000
Volume	72,454	71,918	-536	-0.7%	219,920

Daily Pivots for day following 01-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.216	4.175	3.958
R3	4.095	4.054	3.924
R2	3.974	3.974	3.913
R1	3.933	3.933	3.902	3.954
PP	3.853	3.853	3.853	3.864
S1	3.812	3.812	3.880	3.833
S2	3.732	3.732	3.869
S3	3.611	3.691	3.858
S4	3.490	3.570	3.824

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.678	4.561	3.953
R3	4.339	4.222	3.860
R2	4.000	4.000	3.829
R1	3.883	3.883	3.798	3.942
PP	3.661	3.661	3.661	3.690
S1	3.544	3.544	3.736	3.603
S2	3.322	3.322	3.705
S3	2.983	3.205	3.674
S4	2.644	2.866	3.581

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.895	3.490	0.405	10.4%	0.099	2.5%	99%	True	False	50,581
10	3.895	3.359	0.536	13.8%	0.091	2.3%	99%	True	False	42,553
20	3.895	3.200	0.695	17.9%	0.100	2.6%	99%	True	False	39,922
40	3.895	3.200	0.695	17.9%	0.098	2.5%	99%	True	False	33,657
60	3.895	3.200	0.695	17.9%	0.099	2.6%	99%	True	False	30,093
80	3.895	3.114	0.781	20.1%	0.101	2.6%	99%	True	False	27,483
100	3.895	3.114	0.781	20.1%	0.099	2.5%	99%	True	False	25,280

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.409
2.618	4.212
1.618	4.091
1.000	4.016
0.618	3.970
HIGH	3.895
0.618	3.849
0.500	3.835
0.382	3.820
LOW	3.774
0.618	3.699
1.000	3.653
1.618	3.578
2.618	3.457
4.250	3.260

Fisher Pivots for day following 01-Oct-2012
Pivot	1 day	3 day
R1	3.872	3.846
PP	3.853	3.801
S1	3.835	3.756

Download as Excel Spreadsheet

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

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