NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 27-Jun-2012

Day Change Summary
	Previous	Current
	26-Jun-2012	27-Jun-2012	Change	Change %	Previous Week
Open	3.458	3.514	0.056	1.6%	3.310
High	3.486	3.582	0.096	2.8%	3.445
Low	3.415	3.437	0.022	0.6%	3.310
Close	3.483	3.466	-0.017	-0.5%	3.413
Range	0.071	0.145	0.074	104.2%	0.135
ATR
Volume	3,067	3,178	111	3.6%	22,524

Daily Pivots for day following 27-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.930	3.843	3.546
R3	3.785	3.698	3.506
R2	3.640	3.640	3.493
R1	3.553	3.553	3.479	3.524
PP	3.495	3.495	3.495	3.481
S1	3.408	3.408	3.453	3.379
S2	3.350	3.350	3.439
S3	3.205	3.263	3.426
S4	3.060	3.118	3.386

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	3.582	3.337	0.245	7.1%	0.095	2.7%	53%	True	False	3,575
10	3.582	3.129	0.453	13.1%	0.102	3.0%	74%	True	False	4,650

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	4.198
2.618	3.962
1.618	3.817
1.000	3.727
0.618	3.672
HIGH	3.582
0.618	3.527
0.500	3.510
0.382	3.492
LOW	3.437
0.618	3.347
1.000	3.292
1.618	3.202
2.618	3.057
4.250	2.821

Fisher Pivots for day following 27-Jun-2012
Pivot	1 day	3 day
R1	3.510	3.491
PP	3.495	3.483
S1	3.481	3.474

Download as Excel Spreadsheet

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

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