NYMEX Natural Gas Future April 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	3.593	3.589	-0.004	-0.1%	3.490
High	3.594	3.672	0.078	2.2%	3.594
Low	3.531	3.589	0.058	1.6%	3.452
Close	3.555	3.665	0.110	3.1%	3.555
Range	0.063	0.083	0.020	31.7%	0.142
ATR
Volume	5,908	9,575	3,667	62.1%	54,358

Daily Pivots for day following 30-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.891	3.861	3.711
R3	3.808	3.778	3.688
R2	3.725	3.725	3.680
R1	3.695	3.695	3.673	3.710
PP	3.642	3.642	3.642	3.650
S1	3.612	3.612	3.657	3.627
S2	3.559	3.559	3.650
S3	3.476	3.529	3.642
S4	3.393	3.446	3.619

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.960	3.899	3.633
R3	3.818	3.757	3.594
R2	3.676	3.676	3.581
R1	3.615	3.615	3.568	3.646
PP	3.534	3.534	3.534	3.549
S1	3.473	3.473	3.542	3.504
S2	3.392	3.392	3.529
S3	3.250	3.331	3.516
S4	3.108	3.189	3.477

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.672	3.488	0.184	5.0%	0.073	2.0%	96%	True	False	9,128
10	3.672	3.375	0.297	8.1%	0.081	2.2%	98%	True	False	9,499

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.025
2.618	3.889
1.618	3.806
1.000	3.755
0.618	3.723
HIGH	3.672
0.618	3.640
0.500	3.631
0.382	3.621
LOW	3.589
0.618	3.538
1.000	3.506
1.618	3.455
2.618	3.372
4.250	3.236

Fisher Pivots for day following 30-Jul-2012
Pivot	1 day	3 day
R1	3.654	3.642
PP	3.642	3.619
S1	3.631	3.597

Download as Excel Spreadsheet

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

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