NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 05-Mar-2012

Day Change Summary
	Previous	Current
	02-Mar-2012	05-Mar-2012	Change	Change %	Previous Week
Open	3.492	3.413	-0.079	-2.3%	3.683
High	3.494	3.427	-0.067	-1.9%	3.693
Low	3.473	3.393	-0.080	-2.3%	3.441
Close	3.487	3.403	-0.084	-2.4%	3.487
Range	0.021	0.034	0.013	61.9%	0.252
ATR	0.082	0.082	0.001	1.1%	0.000
Volume	466	227	-239	-51.3%	7,260

Daily Pivots for day following 05-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.510	3.490	3.422
R3	3.476	3.456	3.412
R2	3.442	3.442	3.409
R1	3.422	3.422	3.406	3.415
PP	3.408	3.408	3.408	3.404
S1	3.388	3.388	3.400	3.381
S2	3.374	3.374	3.397
S3	3.340	3.354	3.394
S4	3.306	3.320	3.384

Weekly Pivots for week ending 02-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.296	4.144	3.626
R3	4.044	3.892	3.556
R2	3.792	3.792	3.533
R1	3.640	3.640	3.510	3.590
PP	3.540	3.540	3.540	3.516
S1	3.388	3.388	3.464	3.338
S2	3.288	3.288	3.441
S3	3.036	3.136	3.418
S4	2.784	2.884	3.348

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.581	3.393	0.188	5.5%	0.054	1.6%	5%	False	True	588
10	3.750	3.393	0.357	10.5%	0.061	1.8%	3%	False	True	940
20	3.750	3.393	0.357	10.5%	0.058	1.7%	3%	False	True	669

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.572
2.618	3.516
1.618	3.482
1.000	3.461
0.618	3.448
HIGH	3.427
0.618	3.414
0.500	3.410
0.382	3.406
LOW	3.393
0.618	3.372
1.000	3.359
1.618	3.338
2.618	3.304
4.250	3.249

Fisher Pivots for day following 05-Mar-2012
Pivot	1 day	3 day
R1	3.410	3.444
PP	3.408	3.430
S1	3.405	3.417

Download as Excel Spreadsheet

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

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