NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	3.947	3.980	0.033	0.8%	3.968
High	3.979	4.000	0.021	0.5%	4.094
Low	3.941	3.954	0.013	0.3%	3.923
Close	3.965	3.988	0.023	0.6%	4.081
Range	0.038	0.046	0.008	21.1%	0.171
ATR
Volume	949	1,050	101	10.6%	5,224

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.119	4.099	4.013
R3	4.073	4.053	4.001
R2	4.027	4.027	3.996
R1	4.007	4.007	3.992	4.017
PP	3.981	3.981	3.981	3.986
S1	3.961	3.961	3.984	3.971
S2	3.935	3.935	3.980
S3	3.889	3.915	3.975
S4	3.843	3.869	3.963

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	3.941	0.153	3.8%	0.063	1.6%	31%	False	False	1,008
10	4.094	3.835	0.259	6.5%	0.074	1.9%	59%	False	False	1,355

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	4.196
2.618	4.120
1.618	4.074
1.000	4.046
0.618	4.028
HIGH	4.000
0.618	3.982
0.500	3.977
0.382	3.972
LOW	3.954
0.618	3.926
1.000	3.908
1.618	3.880
2.618	3.834
4.250	3.759

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	3.984	4.018
PP	3.981	4.008
S1	3.977	3.998

Download as Excel Spreadsheet

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

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