NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 06-Nov-2012

Day Change Summary
	Previous	Current
	05-Nov-2012	06-Nov-2012	Change	Change %	Previous Week
Open	3.738	3.741	0.003	0.1%	3.924
High	3.780	3.827	0.047	1.2%	4.019
Low	3.731	3.741	0.010	0.3%	3.741
Close	3.761	3.827	0.066	1.8%	3.765
Range	0.049	0.086	0.037	75.5%	0.278
ATR	0.085	0.085	0.000	0.1%	0.000
Volume	2,777	1,856	-921	-33.2%	9,615

Daily Pivots for day following 06-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.056	4.028	3.874
R3	3.970	3.942	3.851
R2	3.884	3.884	3.843
R1	3.856	3.856	3.835	3.870
PP	3.798	3.798	3.798	3.806
S1	3.770	3.770	3.819	3.784
S2	3.712	3.712	3.811
S3	3.626	3.684	3.803
S4	3.540	3.598	3.780

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.676	4.498	3.918
R3	4.398	4.220	3.841
R2	4.120	4.120	3.816
R1	3.942	3.942	3.790	3.892
PP	3.842	3.842	3.842	3.817
S1	3.664	3.664	3.740	3.614
S2	3.564	3.564	3.714
S3	3.286	3.386	3.689
S4	3.008	3.108	3.612

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.938	3.731	0.207	5.4%	0.076	2.0%	46%	False	False	2,056
10	4.019	3.731	0.288	7.5%	0.086	2.3%	33%	False	False	1,808

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	0.009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.193
2.618	4.052
1.618	3.966
1.000	3.913
0.618	3.880
HIGH	3.827
0.618	3.794
0.500	3.784
0.382	3.774
LOW	3.741
0.618	3.688
1.000	3.655
1.618	3.602
2.618	3.516
4.250	3.376

Fisher Pivots for day following 06-Nov-2012
Pivot	1 day	3 day
R1	3.813	3.815
PP	3.798	3.803
S1	3.784	3.791

Download as Excel Spreadsheet

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

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