NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 27-Sep-2012

Day Change Summary
	Previous	Current
	26-Sep-2012	27-Sep-2012	Change	Change %	Previous Week
Open	3.634	3.703	0.069	1.9%	3.569
High	3.707	3.760	0.053	1.4%	3.602
Low	3.634	3.689	0.055	1.5%	3.479
Close	3.703	3.756	0.053	1.4%	3.598
Range	0.073	0.071	-0.002	-2.7%	0.123
ATR	0.000	0.079	0.079		0.000
Volume	1,572	3,556	1,984	126.2%	7,006

Daily Pivots for day following 27-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.948	3.923	3.795
R3	3.877	3.852	3.776
R2	3.806	3.806	3.769
R1	3.781	3.781	3.763	3.794
PP	3.735	3.735	3.735	3.741
S1	3.710	3.710	3.749	3.723
S2	3.664	3.664	3.743
S3	3.593	3.639	3.736
S4	3.522	3.568	3.717

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	3.760	3.503	0.257	6.8%	0.068	1.8%	98%	True	False	2,126
10	3.760	3.479	0.281	7.5%	0.065	1.7%	99%	True	False	1,697

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.062
2.618	3.946
1.618	3.875
1.000	3.831
0.618	3.804
HIGH	3.760
0.618	3.733
0.500	3.725
0.382	3.716
LOW	3.689
0.618	3.645
1.000	3.618
1.618	3.574
2.618	3.503
4.250	3.387

Fisher Pivots for day following 27-Sep-2012
Pivot	1 day	3 day
R1	3.746	3.730
PP	3.735	3.703
S1	3.725	3.677

Download as Excel Spreadsheet

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

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