NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 28-Sep-2012

Day Change Summary
	Previous	Current
	27-Sep-2012	28-Sep-2012	Change	Change %	Previous Week
Open	3.703	3.756	0.053	1.4%	3.591
High	3.760	3.794	0.034	0.9%	3.794
Low	3.689	3.734	0.045	1.2%	3.539
Close	3.756	3.791	0.035	0.9%	3.791
Range	0.071	0.060	-0.011	-15.5%	0.255
ATR	0.079	0.077	-0.001	-1.7%	0.000
Volume	3,556	3,841	285	8.0%	12,689

Daily Pivots for day following 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.953	3.932	3.824
R3	3.893	3.872	3.808
R2	3.833	3.833	3.802
R1	3.812	3.812	3.797	3.823
PP	3.773	3.773	3.773	3.778
S1	3.752	3.752	3.786	3.763
S2	3.713	3.713	3.780
S3	3.653	3.692	3.775
S4	3.593	3.632	3.758

Weekly Pivots for week ending 28-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.473	4.387	3.931
R3	4.218	4.132	3.861
R2	3.963	3.963	3.838
R1	3.877	3.877	3.814	3.920
PP	3.708	3.708	3.708	3.730
S1	3.622	3.622	3.768	3.665
S2	3.453	3.453	3.744
S3	3.198	3.367	3.721
S4	2.943	3.112	3.651

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.794	3.539	0.255	6.7%	0.060	1.6%	99%	True	False	2,537
10	3.794	3.479	0.315	8.3%	0.062	1.6%	99%	True	False	1,969

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.049
2.618	3.951
1.618	3.891
1.000	3.854
0.618	3.831
HIGH	3.794
0.618	3.771
0.500	3.764
0.382	3.757
LOW	3.734
0.618	3.697
1.000	3.674
1.618	3.637
2.618	3.577
4.250	3.479

Fisher Pivots for day following 28-Sep-2012
Pivot	1 day	3 day
R1	3.782	3.765
PP	3.773	3.740
S1	3.764	3.714

Download as Excel Spreadsheet

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

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