NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 02-Feb-2012

Day Change Summary
	Previous	Current
	01-Feb-2012	02-Feb-2012	Change	Change %	Previous Week
Open	3.369	3.442	0.073	2.2%	3.431
High	3.413	3.594	0.181	5.3%	3.723
Low	3.349	3.442	0.093	2.8%	3.406
Close	3.403	3.575	0.172	5.1%	3.632
Range	0.064	0.152	0.088	137.5%	0.317
ATR	0.113	0.118	0.006	5.0%	0.000
Volume	340	416	76	22.4%	10,235

Daily Pivots for day following 02-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.993	3.936	3.659
R3	3.841	3.784	3.617
R2	3.689	3.689	3.603
R1	3.632	3.632	3.589	3.661
PP	3.537	3.537	3.537	3.551
S1	3.480	3.480	3.561	3.509
S2	3.385	3.385	3.547
S3	3.233	3.328	3.533
S4	3.081	3.176	3.491

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	3.651	3.349	0.302	8.4%	0.096	2.7%	75%	False	False	516
10	3.723	3.267	0.456	12.8%	0.100	2.8%	68%	False	False	1,221

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	0.012
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.240
2.618	3.992
1.618	3.840
1.000	3.746
0.618	3.688
HIGH	3.594
0.618	3.536
0.500	3.518
0.382	3.500
LOW	3.442
0.618	3.348
1.000	3.290
1.618	3.196
2.618	3.044
4.250	2.796

Fisher Pivots for day following 02-Feb-2012
Pivot	1 day	3 day
R1	3.556	3.541
PP	3.537	3.506
S1	3.518	3.472

Download as Excel Spreadsheet

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

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