NYMEX Natural Gas Future June 2013

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

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	3.817	3.825	0.008	0.2%	3.832
High	3.859	3.864	0.005	0.1%	3.915
Low	3.792	3.805	0.013	0.3%	3.764
Close	3.825	3.841	0.016	0.4%	3.841
Range	0.067	0.059	-0.008	-11.9%	0.151
ATR	0.083	0.081	-0.002	-2.1%	0.000
Volume	2,790	4,757	1,967	70.5%	15,962

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.014	3.986	3.873
R3	3.955	3.927	3.857
R2	3.896	3.896	3.852
R1	3.868	3.868	3.846	3.882
PP	3.837	3.837	3.837	3.844
S1	3.809	3.809	3.836	3.823
S2	3.778	3.778	3.830
S3	3.719	3.750	3.825
S4	3.660	3.691	3.809

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.293	4.218	3.924
R3	4.142	4.067	3.883
R2	3.991	3.991	3.869
R1	3.916	3.916	3.855	3.954
PP	3.840	3.840	3.840	3.859
S1	3.765	3.765	3.827	3.803
S2	3.689	3.689	3.813
S3	3.538	3.614	3.799
S4	3.387	3.463	3.758

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.915	3.764	0.151	3.9%	0.072	1.9%	51%	False	False	3,192
10	3.915	3.539	0.376	9.8%	0.066	1.7%	80%	False	False	2,865

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	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.115
2.618	4.018
1.618	3.959
1.000	3.923
0.618	3.900
HIGH	3.864
0.618	3.841
0.500	3.835
0.382	3.828
LOW	3.805
0.618	3.769
1.000	3.746
1.618	3.710
2.618	3.651
4.250	3.554

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	3.839	3.832
PP	3.837	3.823
S1	3.835	3.814

Download as Excel Spreadsheet

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

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