NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 31-Oct-2012

Day Change Summary
	Previous	Current
	30-Oct-2012	31-Oct-2012	Change	Change %	Previous Week
Open	3.972	3.922	-0.050	-1.3%	4.052
High	3.972	3.938	-0.034	-0.9%	4.066
Low	3.855	3.876	0.021	0.5%	3.877
Close	3.888	3.880	-0.008	-0.2%	3.911
Range	0.117	0.062	-0.055	-47.0%	0.189
ATR	0.086	0.084	-0.002	-2.0%	0.000
Volume	2,396	1,274	-1,122	-46.8%	6,766

Daily Pivots for day following 31-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.084	4.044	3.914
R3	4.022	3.982	3.897
R2	3.960	3.960	3.891
R1	3.920	3.920	3.886	3.909
PP	3.898	3.898	3.898	3.893
S1	3.858	3.858	3.874	3.847
S2	3.836	3.836	3.869
S3	3.774	3.796	3.863
S4	3.712	3.734	3.846

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	4.019	3.855	0.164	4.2%	0.088	2.3%	15%	False	False	1,580
10	4.071	3.855	0.216	5.6%	0.087	2.2%	12%	False	False	1,610

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	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.202
2.618	4.100
1.618	4.038
1.000	4.000
0.618	3.976
HIGH	3.938
0.618	3.914
0.500	3.907
0.382	3.900
LOW	3.876
0.618	3.838
1.000	3.814
1.618	3.776
2.618	3.714
4.250	3.613

Fisher Pivots for day following 31-Oct-2012
Pivot	1 day	3 day
R1	3.907	3.937
PP	3.898	3.918
S1	3.889	3.899

Download as Excel Spreadsheet

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

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