NYMEX Natural Gas Future March 2013

Trading Metrics calculated at close of trading on 30-Jul-2012

Day Change Summary
	Previous	Current
	27-Jul-2012	30-Jul-2012	Change	Change %	Previous Week
Open	3.620	3.623	0.003	0.1%	3.542
High	3.620	3.702	0.082	2.3%	3.630
Low	3.560	3.623	0.063	1.8%	3.482
Close	3.584	3.697	0.113	3.2%	3.584
Range	0.060	0.079	0.019	31.7%	0.148
ATR	0.087	0.089	0.002	2.5%	0.000
Volume	5,256	5,519	263	5.0%	32,129

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.911	3.883	3.740
R3	3.832	3.804	3.719
R2	3.753	3.753	3.711
R1	3.725	3.725	3.704	3.739
PP	3.674	3.674	3.674	3.681
S1	3.646	3.646	3.690	3.660
S2	3.595	3.595	3.683
S3	3.516	3.567	3.675
S4	3.437	3.488	3.654

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.009	3.945	3.665
R3	3.861	3.797	3.625
R2	3.713	3.713	3.611
R1	3.649	3.649	3.598	3.681
PP	3.565	3.565	3.565	3.582
S1	3.501	3.501	3.570	3.533
S2	3.417	3.417	3.557
S3	3.269	3.353	3.543
S4	3.121	3.205	3.503

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.702	3.531	0.171	4.6%	0.075	2.0%	97%	True	False	5,991
10	3.702	3.400	0.302	8.2%	0.078	2.1%	98%	True	False	5,788
20	3.702	3.400	0.302	8.2%	0.086	2.3%	98%	True	False	5,724

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	0.007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.038
2.618	3.909
1.618	3.830
1.000	3.781
0.618	3.751
HIGH	3.702
0.618	3.672
0.500	3.663
0.382	3.653
LOW	3.623
0.618	3.574
1.000	3.544
1.618	3.495
2.618	3.416
4.250	3.287

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	3.686	3.673
PP	3.674	3.649
S1	3.663	3.626

Download as Excel Spreadsheet

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

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