NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 23-Jan-2012

Day Change Summary
	Previous	Current
	20-Jan-2012	23-Jan-2012	Change	Change %	Previous Week
Open	3.274	3.431	0.157	4.8%	3.505
High	3.329	3.521	0.192	5.8%	3.526
Low	3.267	3.406	0.139	4.3%	3.267
Close	3.326	3.490	0.164	4.9%	3.326
Range	0.062	0.115	0.053	85.5%	0.259
ATR
Volume	649	439	-210	-32.4%	1,782

Daily Pivots for day following 23-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.817	3.769	3.553
R3	3.702	3.654	3.522
R2	3.587	3.587	3.511
R1	3.539	3.539	3.501	3.563
PP	3.472	3.472	3.472	3.485
S1	3.424	3.424	3.479	3.448
S2	3.357	3.357	3.469
S3	3.242	3.309	3.458
S4	3.127	3.194	3.427

Weekly Pivots for week ending 20-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.150	3.997	3.468
R3	3.891	3.738	3.397
R2	3.632	3.632	3.373
R1	3.479	3.479	3.350	3.426
PP	3.373	3.373	3.373	3.347
S1	3.220	3.220	3.302	3.167
S2	3.114	3.114	3.279
S3	2.855	2.961	3.255
S4	2.596	2.702	3.184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.526	3.267	0.259	7.4%	0.085	2.4%	86%	False	False	444
10	3.851	3.267	0.584	16.7%	0.065	1.9%	38%	False	False	369

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	0.008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.010
2.618	3.822
1.618	3.707
1.000	3.636
0.618	3.592
HIGH	3.521
0.618	3.477
0.500	3.464
0.382	3.450
LOW	3.406
0.618	3.335
1.000	3.291
1.618	3.220
2.618	3.105
4.250	2.917

Fisher Pivots for day following 23-Jan-2012
Pivot	1 day	3 day
R1	3.481	3.458
PP	3.472	3.426
S1	3.464	3.394

Download as Excel Spreadsheet

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

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