NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 24-Feb-2012

Day Change Summary
	Previous	Current
	23-Feb-2012	24-Feb-2012	Change	Change %	Previous Week
Open	3.742	3.750	0.008	0.2%	3.656
High	3.745	3.750	0.005	0.1%	3.750
Low	3.720	3.680	-0.040	-1.1%	3.656
Close	3.745	3.695	-0.050	-1.3%	3.695
Range	0.025	0.070	0.045	180.0%	0.094
ATR	0.084	0.083	-0.001	-1.2%	0.000
Volume	343	847	504	146.9%	1,917

Daily Pivots for day following 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.918	3.877	3.734
R3	3.848	3.807	3.714
R2	3.778	3.778	3.708
R1	3.737	3.737	3.701	3.723
PP	3.708	3.708	3.708	3.701
S1	3.667	3.667	3.689	3.653
S2	3.638	3.638	3.682
S3	3.568	3.597	3.676
S4	3.498	3.527	3.657

Weekly Pivots for week ending 24-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.982	3.933	3.747
R3	3.888	3.839	3.721
R2	3.794	3.794	3.712
R1	3.745	3.745	3.704	3.770
PP	3.700	3.700	3.700	3.713
S1	3.651	3.651	3.686	3.676
S2	3.606	3.606	3.678
S3	3.512	3.557	3.669
S4	3.418	3.463	3.643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.750	3.656	0.094	2.5%	0.056	1.5%	41%	True	False	558
10	3.750	3.587	0.163	4.4%	0.051	1.4%	66%	True	False	456
20	3.750	3.349	0.401	10.9%	0.068	1.8%	86%	True	False	448

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.048
2.618	3.933
1.618	3.863
1.000	3.820
0.618	3.793
HIGH	3.750
0.618	3.723
0.500	3.715
0.382	3.707
LOW	3.680
0.618	3.637
1.000	3.610
1.618	3.567
2.618	3.497
4.250	3.383

Fisher Pivots for day following 24-Feb-2012
Pivot	1 day	3 day
R1	3.715	3.706
PP	3.708	3.702
S1	3.702	3.699

Download as Excel Spreadsheet

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

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