NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 23-Nov-2012

Day Change Summary
	Previous	Current
	21-Nov-2012	23-Nov-2012	Change	Change %	Previous Week
Open	3.997	4.085	0.088	2.2%	3.968
High	4.072	4.094	0.022	0.5%	4.094
Low	3.971	4.025	0.054	1.4%	3.923
Close	4.071	4.081	0.010	0.2%	4.081
Range	0.101	0.069	-0.032	-31.7%	0.171
ATR
Volume	918	1,324	406	44.2%	5,224

Daily Pivots for day following 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.274	4.246	4.119
R3	4.205	4.177	4.100
R2	4.136	4.136	4.094
R1	4.108	4.108	4.087	4.088
PP	4.067	4.067	4.067	4.056
S1	4.039	4.039	4.075	4.019
S2	3.998	3.998	4.068
S3	3.929	3.970	4.062
S4	3.860	3.901	4.043

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.546	4.484	4.175
R3	4.375	4.313	4.128
R2	4.204	4.204	4.112
R1	4.142	4.142	4.097	4.173
PP	4.033	4.033	4.033	4.048
S1	3.971	3.971	4.065	4.002
S2	3.862	3.862	4.050
S3	3.691	3.800	4.034
S4	3.520	3.629	3.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.094	3.880	0.214	5.2%	0.075	1.8%	94%	True	False	1,460
10	4.094	3.737	0.357	8.7%	0.079	1.9%	96%	True	False	1,380

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.387
2.618	4.275
1.618	4.206
1.000	4.163
0.618	4.137
HIGH	4.094
0.618	4.068
0.500	4.060
0.382	4.051
LOW	4.025
0.618	3.982
1.000	3.956
1.618	3.913
2.618	3.844
4.250	3.732

Fisher Pivots for day following 23-Nov-2012
Pivot	1 day	3 day
R1	4.074	4.061
PP	4.067	4.040
S1	4.060	4.020

Download as Excel Spreadsheet

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

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