NYMEX Natural Gas Future February 2013

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

Day Change Summary
	Previous	Current
	17-Aug-2012	20-Aug-2012	Change	Change %	Previous Week
Open	3.370	3.357	-0.013	-0.4%	3.444
High	3.417	3.445	0.028	0.8%	3.500
Low	3.362	3.350	-0.012	-0.4%	3.362
Close	3.392	3.443	0.051	1.5%	3.392
Range	0.055	0.095	0.040	72.7%	0.138
ATR	0.092	0.093	0.000	0.2%	0.000
Volume	8,787	4,667	-4,120	-46.9%	30,226

Daily Pivots for day following 20-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.698	3.665	3.495
R3	3.603	3.570	3.469
R2	3.508	3.508	3.460
R1	3.475	3.475	3.452	3.492
PP	3.413	3.413	3.413	3.421
S1	3.380	3.380	3.434	3.397
S2	3.318	3.318	3.426
S3	3.223	3.285	3.417
S4	3.128	3.190	3.391

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.832	3.750	3.468
R3	3.694	3.612	3.430
R2	3.556	3.556	3.417
R1	3.474	3.474	3.405	3.446
PP	3.418	3.418	3.418	3.404
S1	3.336	3.336	3.379	3.308
S2	3.280	3.280	3.367
S3	3.142	3.198	3.354
S4	3.004	3.060	3.316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.500	3.350	0.150	4.4%	0.078	2.3%	62%	False	True	5,678
10	3.678	3.350	0.328	9.5%	0.080	2.3%	28%	False	True	5,746
20	3.763	3.350	0.413	12.0%	0.088	2.6%	23%	False	True	5,324
40	3.763	3.350	0.413	12.0%	0.090	2.6%	23%	False	True	4,620
60	3.763	3.150	0.613	17.8%	0.087	2.5%	48%	False	False	3,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.849
2.618	3.694
1.618	3.599
1.000	3.540
0.618	3.504
HIGH	3.445
0.618	3.409
0.500	3.398
0.382	3.386
LOW	3.350
0.618	3.291
1.000	3.255
1.618	3.196
2.618	3.101
4.250	2.946

Fisher Pivots for day following 20-Aug-2012
Pivot	1 day	3 day
R1	3.428	3.437
PP	3.413	3.431
S1	3.398	3.425

Download as Excel Spreadsheet

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

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