NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 11-Oct-2012

Day Change Summary
	Previous	Current
	10-Oct-2012	11-Oct-2012	Change	Change %	Previous Week
Open	3.943	3.945	0.002	0.1%	3.795
High	3.977	4.055	0.078	2.0%	3.950
Low	3.898	3.935	0.037	0.9%	3.765
Close	3.937	4.040	0.103	2.6%	3.848
Range	0.079	0.120	0.041	51.9%	0.185
ATR	0.095	0.097	0.002	1.8%	0.000
Volume	21,970	17,959	-4,011	-18.3%	101,552

Daily Pivots for day following 11-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.370	4.325	4.106
R3	4.250	4.205	4.073
R2	4.130	4.130	4.062
R1	4.085	4.085	4.051	4.108
PP	4.010	4.010	4.010	4.021
S1	3.965	3.965	4.029	3.988
S2	3.890	3.890	4.018
S3	3.770	3.845	4.007
S4	3.650	3.725	3.974

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.409	4.314	3.950
R3	4.224	4.129	3.899
R2	4.039	4.039	3.882
R1	3.944	3.944	3.865	3.992
PP	3.854	3.854	3.854	3.878
S1	3.759	3.759	3.831	3.807
S2	3.669	3.669	3.814
S3	3.484	3.574	3.797
S4	3.299	3.389	3.746

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.055	3.796	0.259	6.4%	0.096	2.4%	94%	True	False	16,055
10	4.055	3.713	0.342	8.5%	0.102	2.5%	96%	True	False	18,632
20	4.055	3.400	0.655	16.2%	0.091	2.3%	98%	True	False	14,444
40	4.055	3.222	0.833	20.6%	0.092	2.3%	98%	True	False	10,722
60	4.055	3.222	0.833	20.6%	0.089	2.2%	98%	True	False	8,835
80	4.055	3.222	0.833	20.6%	0.091	2.3%	98%	True	False	7,530
100	4.055	3.150	0.905	22.4%	0.089	2.2%	98%	True	False	6,548

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	0.025
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.565
2.618	4.369
1.618	4.249
1.000	4.175
0.618	4.129
HIGH	4.055
0.618	4.009
0.500	3.995
0.382	3.981
LOW	3.935
0.618	3.861
1.000	3.815
1.618	3.741
2.618	3.621
4.250	3.425

Fisher Pivots for day following 11-Oct-2012
Pivot	1 day	3 day
R1	4.025	4.006
PP	4.010	3.971
S1	3.995	3.937

Download as Excel Spreadsheet

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

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