NYMEX Natural Gas Future May 2013

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

Day Change Summary
	Previous	Current
	20-Mar-2012	21-Mar-2012	Change	Change %	Previous Week
Open	3.490	3.428	-0.062	-1.8%	3.343
High	3.490	3.478	-0.012	-0.3%	3.492
Low	3.455	3.428	-0.027	-0.8%	3.301
Close	3.467	3.478	0.011	0.3%	3.484
Range	0.035	0.050	0.015	42.9%	0.191
ATR	0.072	0.070	-0.002	-2.2%	0.000
Volume	344	366	22	6.4%	2,034

Daily Pivots for day following 21-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.611	3.595	3.506
R3	3.561	3.545	3.492
R2	3.511	3.511	3.487
R1	3.495	3.495	3.483	3.503
PP	3.461	3.461	3.461	3.466
S1	3.445	3.445	3.473	3.453
S2	3.411	3.411	3.469
S3	3.361	3.395	3.464
S4	3.311	3.345	3.451

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.999	3.932	3.589
R3	3.808	3.741	3.537
R2	3.617	3.617	3.519
R1	3.550	3.550	3.502	3.584
PP	3.426	3.426	3.426	3.442
S1	3.359	3.359	3.466	3.393
S2	3.235	3.235	3.449
S3	3.044	3.168	3.431
S4	2.853	2.977	3.379

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.526	3.428	0.098	2.8%	0.040	1.1%	51%	False	True	385
10	3.526	3.275	0.251	7.2%	0.058	1.7%	81%	False	False	397
20	3.750	3.275	0.475	13.7%	0.057	1.6%	43%	False	False	705
40	3.750	3.275	0.475	13.7%	0.064	1.9%	43%	False	False	694

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	0.012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.691
2.618	3.609
1.618	3.559
1.000	3.528
0.618	3.509
HIGH	3.478
0.618	3.459
0.500	3.453
0.382	3.447
LOW	3.428
0.618	3.397
1.000	3.378
1.618	3.347
2.618	3.297
4.250	3.216

Fisher Pivots for day following 21-Mar-2012
Pivot	1 day	3 day
R1	3.470	3.478
PP	3.461	3.477
S1	3.453	3.477

Download as Excel Spreadsheet

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

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