NYMEX Natural Gas Future July 2013

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

Day Change Summary
	Previous	Current
	25-Oct-2012	26-Oct-2012	Change	Change %	Previous Week
Open	3.975	3.950	-0.025	-0.6%	4.052
High	3.978	3.950	-0.028	-0.7%	4.066
Low	3.877	3.888	0.011	0.3%	3.877
Close	3.960	3.911	-0.049	-1.2%	3.911
Range	0.101	0.062	-0.039	-38.6%	0.189
ATR
Volume	1,274	1,390	116	9.1%	6,766

Daily Pivots for day following 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.102	4.069	3.945
R3	4.040	4.007	3.928
R2	3.978	3.978	3.922
R1	3.945	3.945	3.917	3.931
PP	3.916	3.916	3.916	3.909
S1	3.883	3.883	3.905	3.869
S2	3.854	3.854	3.900
S3	3.792	3.821	3.894
S4	3.730	3.759	3.877

Weekly Pivots for week ending 26-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.518	4.404	4.015
R3	4.329	4.215	3.963
R2	4.140	4.140	3.946
R1	4.026	4.026	3.928	3.989
PP	3.951	3.951	3.951	3.933
S1	3.837	3.837	3.894	3.800
S2	3.762	3.762	3.876
S3	3.573	3.648	3.859
S4	3.384	3.459	3.807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.066	3.877	0.189	4.8%	0.093	2.4%	18%	False	False	1,353
10	4.071	3.877	0.194	5.0%	0.078	2.0%	18%	False	False	2,278

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.214
2.618	4.112
1.618	4.050
1.000	4.012
0.618	3.988
HIGH	3.950
0.618	3.926
0.500	3.919
0.382	3.912
LOW	3.888
0.618	3.850
1.000	3.826
1.618	3.788
2.618	3.726
4.250	3.625

Fisher Pivots for day following 26-Oct-2012
Pivot	1 day	3 day
R1	3.919	3.946
PP	3.916	3.934
S1	3.914	3.923

Download as Excel Spreadsheet

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

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