NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 26-Sep-2012

Day Change Summary
	Previous	Current
	25-Sep-2012	26-Sep-2012	Change	Change %	Previous Week
Open	3.602	3.634	0.032	0.9%	3.569
High	3.631	3.707	0.076	2.1%	3.602
Low	3.594	3.634	0.040	1.1%	3.479
Close	3.625	3.703	0.078	2.2%	3.598
Range	0.037	0.073	0.036	97.3%	0.123
ATR
Volume	1,459	1,572	113	7.7%	7,006

Daily Pivots for day following 26-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.900	3.875	3.743
R3	3.827	3.802	3.723
R2	3.754	3.754	3.716
R1	3.729	3.729	3.710	3.742
PP	3.681	3.681	3.681	3.688
S1	3.656	3.656	3.696	3.669
S2	3.608	3.608	3.690
S3	3.535	3.583	3.683
S4	3.462	3.510	3.663

Weekly Pivots for week ending 21-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.929	3.886	3.666
R3	3.806	3.763	3.632
R2	3.683	3.683	3.621
R1	3.640	3.640	3.609	3.662
PP	3.560	3.560	3.560	3.570
S1	3.517	3.517	3.587	3.539
S2	3.437	3.437	3.575
S3	3.314	3.394	3.564
S4	3.191	3.271	3.530

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.707	3.486	0.221	6.0%	0.061	1.6%	98%	True	False	1,842
10	3.707	3.479	0.228	6.2%	0.067	1.8%	98%	True	False	1,544

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	0.010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.017
2.618	3.898
1.618	3.825
1.000	3.780
0.618	3.752
HIGH	3.707
0.618	3.679
0.500	3.671
0.382	3.662
LOW	3.634
0.618	3.589
1.000	3.561
1.618	3.516
2.618	3.443
4.250	3.324

Fisher Pivots for day following 26-Sep-2012
Pivot	1 day	3 day
R1	3.692	3.676
PP	3.681	3.650
S1	3.671	3.623

Download as Excel Spreadsheet

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

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