NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	3.728	3.816	0.088	2.4%	3.738
High	3.803	3.940	0.137	3.6%	3.829
Low	3.700	3.816	0.116	3.1%	3.718
Close	3.792	3.929	0.137	3.6%	3.735
Range	0.103	0.124	0.021	20.4%	0.111
ATR	0.086	0.090	0.004	5.2%	0.000
Volume	2,234	2,921	687	30.8%	10,579

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.267	4.222	3.997
R3	4.143	4.098	3.963
R2	4.019	4.019	3.952
R1	3.974	3.974	3.940	3.997
PP	3.895	3.895	3.895	3.906
S1	3.850	3.850	3.918	3.873
S2	3.771	3.771	3.906
S3	3.647	3.726	3.895
S4	3.523	3.602	3.861

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.094	4.025	3.796
R3	3.983	3.914	3.766
R2	3.872	3.872	3.755
R1	3.803	3.803	3.745	3.782
PP	3.761	3.761	3.761	3.750
S1	3.692	3.692	3.725	3.671
S2	3.650	3.650	3.715
S3	3.539	3.581	3.704
S4	3.428	3.470	3.674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.940	3.700	0.240	6.1%	0.081	2.1%	95%	True	False	2,220
10	3.940	3.700	0.240	6.1%	0.079	2.0%	95%	True	False	2,138
20	4.071	3.700	0.371	9.4%	0.083	2.1%	62%	False	False	1,956

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.010
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4.467
2.618	4.265
1.618	4.141
1.000	4.064
0.618	4.017
HIGH	3.940
0.618	3.893
0.500	3.878
0.382	3.863
LOW	3.816
0.618	3.739
1.000	3.692
1.618	3.615
2.618	3.491
4.250	3.289

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	3.912	3.893
PP	3.895	3.856
S1	3.878	3.820

Download as Excel Spreadsheet

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

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