NYMEX Natural Gas Future February 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	3.462	3.527	0.065	1.9%	3.502
High	3.534	3.576	0.042	1.2%	3.670
Low	3.462	3.448	-0.014	-0.4%	3.441
Close	3.533	3.555	0.022	0.6%	3.454
Range	0.072	0.128	0.056	77.8%	0.229
ATR	0.098	0.100	0.002	2.2%	0.000
Volume	4,954	2,859	-2,095	-42.3%	11,536

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.910	3.861	3.625
R3	3.782	3.733	3.590
R2	3.654	3.654	3.578
R1	3.605	3.605	3.567	3.630
PP	3.526	3.526	3.526	3.539
S1	3.477	3.477	3.543	3.502
S2	3.398	3.398	3.532
S3	3.270	3.349	3.520
S4	3.142	3.221	3.485

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.209	4.060	3.580
R3	3.980	3.831	3.517
R2	3.751	3.751	3.496
R1	3.602	3.602	3.475	3.562
PP	3.522	3.522	3.522	3.502
S1	3.373	3.373	3.433	3.333
S2	3.293	3.293	3.412
S3	3.064	3.144	3.391
S4	2.835	2.915	3.328

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.670	3.441	0.229	6.4%	0.117	3.3%	50%	False	False	3,797
10	3.670	3.409	0.261	7.3%	0.100	2.8%	56%	False	False	3,833
20	3.670	3.150	0.520	14.6%	0.102	2.9%	78%	False	False	3,520
40	3.670	3.150	0.520	14.6%	0.088	2.5%	78%	False	False	3,026

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	0.011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.120
2.618	3.911
1.618	3.783
1.000	3.704
0.618	3.655
HIGH	3.576
0.618	3.527
0.500	3.512
0.382	3.497
LOW	3.448
0.618	3.369
1.000	3.320
1.618	3.241
2.618	3.113
4.250	2.904

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	3.541	3.541
PP	3.526	3.526
S1	3.512	3.512

Download as Excel Spreadsheet

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

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