NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 26-Jun-2012

Day Change Summary
	Previous	Current
	25-Jun-2012	26-Jun-2012	Change	Change %	Previous Week
Open	3.460	3.458	-0.002	-0.1%	3.310
High	3.484	3.486	0.002	0.1%	3.445
Low	3.400	3.415	0.015	0.4%	3.310
Close	3.436	3.483	0.047	1.4%	3.413
Range	0.084	0.071	-0.013	-15.5%	0.135
ATR
Volume	2,970	3,067	97	3.3%	22,524

Daily Pivots for day following 26-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.674	3.650	3.522
R3	3.603	3.579	3.503
R2	3.532	3.532	3.496
R1	3.508	3.508	3.490	3.520
PP	3.461	3.461	3.461	3.468
S1	3.437	3.437	3.476	3.449
S2	3.390	3.390	3.470
S3	3.319	3.366	3.463
S4	3.248	3.295	3.444

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.794	3.739	3.487
R3	3.659	3.604	3.450
R2	3.524	3.524	3.438
R1	3.469	3.469	3.425	3.497
PP	3.389	3.389	3.389	3.403
S1	3.334	3.334	3.401	3.362
S2	3.254	3.254	3.388
S3	3.119	3.199	3.376
S4	2.984	3.064	3.339

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.486	3.337	0.149	4.3%	0.087	2.5%	98%	True	False	3,794
10	3.486	3.129	0.357	10.2%	0.091	2.6%	99%	True	False	4,751

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.020
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.788
2.618	3.672
1.618	3.601
1.000	3.557
0.618	3.530
HIGH	3.486
0.618	3.459
0.500	3.451
0.382	3.442
LOW	3.415
0.618	3.371
1.000	3.344
1.618	3.300
2.618	3.229
4.250	3.113

Fisher Pivots for day following 26-Jun-2012
Pivot	1 day	3 day
R1	3.472	3.459
PP	3.461	3.435
S1	3.451	3.412

Download as Excel Spreadsheet

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

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