NYMEX Natural Gas Future May 2013

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

Day Change Summary
	Previous	Current
	26-Jan-2012	27-Jan-2012	Change	Change %	Previous Week
Open	3.613	3.510	-0.103	-2.9%	3.431
High	3.633	3.651	0.018	0.5%	3.723
Low	3.511	3.510	-0.001	0.0%	3.406
Close	3.555	3.632	0.077	2.2%	3.632
Range	0.122	0.141	0.019	15.6%	0.317
ATR	0.110	0.112	0.002	2.0%	0.000
Volume	1,641	1,256	-385	-23.5%	10,235

Daily Pivots for day following 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.021	3.967	3.710
R3	3.880	3.826	3.671
R2	3.739	3.739	3.658
R1	3.685	3.685	3.645	3.712
PP	3.598	3.598	3.598	3.611
S1	3.544	3.544	3.619	3.571
S2	3.457	3.457	3.606
S3	3.316	3.403	3.593
S4	3.175	3.262	3.554

Weekly Pivots for week ending 27-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.538	4.402	3.806
R3	4.221	4.085	3.719
R2	3.904	3.904	3.690
R1	3.768	3.768	3.661	3.836
PP	3.587	3.587	3.587	3.621
S1	3.451	3.451	3.603	3.519
S2	3.270	3.270	3.574
S3	2.953	3.134	3.545
S4	2.636	2.817	3.458

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.723	3.406	0.317	8.7%	0.120	3.3%	71%	False	False	2,047
10	3.723	3.267	0.456	12.6%	0.094	2.6%	80%	False	False	1,232

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.250
2.618	4.020
1.618	3.879
1.000	3.792
0.618	3.738
HIGH	3.651
0.618	3.597
0.500	3.581
0.382	3.564
LOW	3.510
0.618	3.423
1.000	3.369
1.618	3.282
2.618	3.141
4.250	2.911

Fisher Pivots for day following 27-Jan-2012
Pivot	1 day	3 day
R1	3.615	3.618
PP	3.598	3.605
S1	3.581	3.591

Download as Excel Spreadsheet

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

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