NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 01-Nov-2012

Day Change Summary
	Previous	Current
	31-Oct-2012	01-Nov-2012	Change	Change %	Previous Week
Open	3.922	3.918	-0.004	-0.1%	4.052
High	3.938	3.919	-0.019	-0.5%	4.066
Low	3.876	3.845	-0.031	-0.8%	3.877
Close	3.880	3.886	0.006	0.2%	3.911
Range	0.062	0.074	0.012	19.4%	0.189
ATR	0.084	0.083	-0.001	-0.8%	0.000
Volume	1,274	2,084	810	63.6%	6,766

Daily Pivots for day following 01-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.105	4.070	3.927
R3	4.031	3.996	3.906
R2	3.957	3.957	3.900
R1	3.922	3.922	3.893	3.903
PP	3.883	3.883	3.883	3.874
S1	3.848	3.848	3.879	3.829
S2	3.809	3.809	3.872
S3	3.735	3.774	3.866
S4	3.661	3.700	3.845

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	3.845	0.174	4.5%	0.082	2.1%	24%	False	True	1,742
10	4.071	3.845	0.226	5.8%	0.086	2.2%	18%	False	True	1,646

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	0.011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.234
2.618	4.113
1.618	4.039
1.000	3.993
0.618	3.965
HIGH	3.919
0.618	3.891
0.500	3.882
0.382	3.873
LOW	3.845
0.618	3.799
1.000	3.771
1.618	3.725
2.618	3.651
4.250	3.531

Fisher Pivots for day following 01-Nov-2012
Pivot	1 day	3 day
R1	3.885	3.909
PP	3.883	3.901
S1	3.882	3.894

Download as Excel Spreadsheet

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

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