NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 12-Dec-2012

Day Change Summary
	Previous	Current
	11-Dec-2012	12-Dec-2012	Change	Change %	Previous Week
Open	3.578	3.558	-0.020	-0.6%	3.630
High	3.603	3.580	-0.023	-0.6%	3.808
Low	3.540	3.508	-0.032	-0.9%	3.620
Close	3.554	3.524	-0.030	-0.8%	3.673
Range	0.063	0.072	0.009	14.3%	0.188
ATR	0.099	0.098	-0.002	-2.0%	0.000
Volume	10,498	7,850	-2,648	-25.2%	21,011

Daily Pivots for day following 12-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.753	3.711	3.564
R3	3.681	3.639	3.544
R2	3.609	3.609	3.537
R1	3.567	3.567	3.531	3.552
PP	3.537	3.537	3.537	3.530
S1	3.495	3.495	3.517	3.480
S2	3.465	3.465	3.511
S3	3.393	3.423	3.504
S4	3.321	3.351	3.484

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.264	4.157	3.776
R3	4.076	3.969	3.725
R2	3.888	3.888	3.707
R1	3.781	3.781	3.690	3.835
PP	3.700	3.700	3.700	3.727
S1	3.593	3.593	3.656	3.647
S2	3.512	3.512	3.639
S3	3.324	3.405	3.621
S4	3.136	3.217	3.570

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.808	3.508	0.300	8.5%	0.086	2.4%	5%	False	True	6,906
10	3.809	3.508	0.301	8.5%	0.096	2.7%	5%	False	True	5,595
20	4.035	3.508	0.527	15.0%	0.092	2.6%	3%	False	True	4,233
40	4.035	3.508	0.527	15.0%	0.088	2.5%	3%	False	True	3,274
60	4.035	3.479	0.556	15.8%	0.082	2.3%	8%	False	False	3,098

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.886
2.618	3.768
1.618	3.696
1.000	3.652
0.618	3.624
HIGH	3.580
0.618	3.552
0.500	3.544
0.382	3.536
LOW	3.508
0.618	3.464
1.000	3.436
1.618	3.392
2.618	3.320
4.250	3.202

Fisher Pivots for day following 12-Dec-2012
Pivot	1 day	3 day
R1	3.544	3.568
PP	3.537	3.553
S1	3.531	3.539

Download as Excel Spreadsheet

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

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