NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 07-Dec-2012

Day Change Summary
	Previous	Current
	06-Dec-2012	07-Dec-2012	Change	Change %	Previous Week
Open	3.828	3.766	-0.062	-1.6%	3.737
High	3.841	3.819	-0.022	-0.6%	3.841
Low	3.741	3.713	-0.028	-0.7%	3.674
Close	3.798	3.713	-0.085	-2.2%	3.713
Range	0.100	0.106	0.006	6.0%	0.167
ATR	0.095	0.096	0.001	0.8%	0.000
Volume	5,194	7,219	2,025	39.0%	23,824

Daily Pivots for day following 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.066	3.996	3.771
R3	3.960	3.890	3.742
R2	3.854	3.854	3.732
R1	3.784	3.784	3.723	3.766
PP	3.748	3.748	3.748	3.740
S1	3.678	3.678	3.703	3.660
S2	3.642	3.642	3.694
S3	3.536	3.572	3.684
S4	3.430	3.466	3.655

Weekly Pivots for week ending 07-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.244	4.145	3.805
R3	4.077	3.978	3.759
R2	3.910	3.910	3.744
R1	3.811	3.811	3.728	3.777
PP	3.743	3.743	3.743	3.726
S1	3.644	3.644	3.698	3.610
S2	3.576	3.576	3.682
S3	3.409	3.477	3.667
S4	3.242	3.310	3.621

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.841	3.674	0.167	4.5%	0.078	2.1%	23%	False	False	4,764
10	4.038	3.674	0.364	9.8%	0.088	2.4%	11%	False	False	3,808
20	4.077	3.674	0.403	10.9%	0.087	2.3%	10%	False	False	3,179
40	4.077	3.674	0.403	10.9%	0.083	2.2%	10%	False	False	2,926

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	4.270
2.618	4.097
1.618	3.991
1.000	3.925
0.618	3.885
HIGH	3.819
0.618	3.779
0.500	3.766
0.382	3.753
LOW	3.713
0.618	3.647
1.000	3.607
1.618	3.541
2.618	3.435
4.250	3.263

Fisher Pivots for day following 07-Dec-2012
Pivot	1 day	3 day
R1	3.766	3.777
PP	3.748	3.756
S1	3.731	3.734

Download as Excel Spreadsheet

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

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