NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 24-Aug-2012

Day Change Summary
	Previous	Current
	23-Aug-2012	24-Aug-2012	Change	Change %	Previous Week
Open	3.449	3.459	0.010	0.3%	3.357
High	3.461	3.459	-0.002	-0.1%	3.478
Low	3.373	3.365	-0.008	-0.2%	3.350
Close	3.441	3.368	-0.073	-2.1%	3.368
Range	0.088	0.094	0.006	6.8%	0.128
ATR	0.091	0.091	0.000	0.2%	0.000
Volume	3,897	6,471	2,574	66.1%	26,568

Daily Pivots for day following 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.679	3.618	3.420
R3	3.585	3.524	3.394
R2	3.491	3.491	3.385
R1	3.430	3.430	3.377	3.414
PP	3.397	3.397	3.397	3.389
S1	3.336	3.336	3.359	3.320
S2	3.303	3.303	3.351
S3	3.209	3.242	3.342
S4	3.115	3.148	3.316

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.783	3.703	3.438
R3	3.655	3.575	3.403
R2	3.527	3.527	3.391
R1	3.447	3.447	3.380	3.487
PP	3.399	3.399	3.399	3.419
S1	3.319	3.319	3.356	3.359
S2	3.271	3.271	3.345
S3	3.143	3.191	3.333
S4	3.015	3.063	3.298

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.478	3.350	0.128	3.8%	0.089	2.6%	14%	False	False	5,313
10	3.500	3.350	0.150	4.5%	0.079	2.4%	12%	False	False	5,679
20	3.763	3.350	0.413	12.3%	0.091	2.7%	4%	False	False	5,634
40	3.763	3.350	0.413	12.3%	0.087	2.6%	4%	False	False	4,749
60	3.763	3.150	0.613	18.2%	0.087	2.6%	36%	False	False	4,126

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.859
2.618	3.705
1.618	3.611
1.000	3.553
0.618	3.517
HIGH	3.459
0.618	3.423
0.500	3.412
0.382	3.401
LOW	3.365
0.618	3.307
1.000	3.271
1.618	3.213
2.618	3.119
4.250	2.966

Fisher Pivots for day following 24-Aug-2012
Pivot	1 day	3 day
R1	3.412	3.414
PP	3.397	3.398
S1	3.383	3.383

Download as Excel Spreadsheet

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

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