NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 21-Feb-2012

Day Change Summary
	Previous	Current
	17-Feb-2012	21-Feb-2012	Change	Change %	Previous Week
Open	3.709	3.656	-0.053	-1.4%	3.619
High	3.750	3.711	-0.039	-1.0%	3.750
Low	3.704	3.656	-0.048	-1.3%	3.619
Close	3.727	3.711	-0.016	-0.4%	3.727
Range	0.046	0.055	0.009	19.6%	0.131
ATR	0.090	0.088	-0.001	-1.5%	0.000
Volume	876	495	-381	-43.5%	2,091

Daily Pivots for day following 21-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.858	3.839	3.741
R3	3.803	3.784	3.726
R2	3.748	3.748	3.721
R1	3.729	3.729	3.716	3.739
PP	3.693	3.693	3.693	3.697
S1	3.674	3.674	3.706	3.684
S2	3.638	3.638	3.701
S3	3.583	3.619	3.696
S4	3.528	3.564	3.681

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.092	4.040	3.799
R3	3.961	3.909	3.763
R2	3.830	3.830	3.751
R1	3.778	3.778	3.739	3.804
PP	3.699	3.699	3.699	3.712
S1	3.647	3.647	3.715	3.673
S2	3.568	3.568	3.703
S3	3.437	3.516	3.691
S4	3.306	3.385	3.655

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.750	3.640	0.110	3.0%	0.044	1.2%	65%	False	False	453
10	3.750	3.509	0.241	6.5%	0.052	1.4%	84%	False	False	415
20	3.750	3.349	0.401	10.8%	0.076	2.1%	90%	False	False	804

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.002
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.945
2.618	3.855
1.618	3.800
1.000	3.766
0.618	3.745
HIGH	3.711
0.618	3.690
0.500	3.684
0.382	3.677
LOW	3.656
0.618	3.622
1.000	3.601
1.618	3.567
2.618	3.512
4.250	3.422

Fisher Pivots for day following 21-Feb-2012
Pivot	1 day	3 day
R1	3.702	3.708
PP	3.693	3.706
S1	3.684	3.703

Download as Excel Spreadsheet

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

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