NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 15-Jan-2013

Day Change Summary
	Previous	Current
	14-Jan-2013	15-Jan-2013	Change	Change %	Previous Week
Open	3.604	3.614	0.010	0.3%	3.548
High	3.627	3.655	0.028	0.8%	3.583
Low	3.584	3.563	-0.021	-0.6%	3.365
Close	3.600	3.647	0.047	1.3%	3.562
Range	0.043	0.092	0.049	114.0%	0.218
ATR	0.087	0.088	0.000	0.4%	0.000
Volume	5,572	4,169	-1,403	-25.2%	17,283

Daily Pivots for day following 15-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.898	3.864	3.698
R3	3.806	3.772	3.672
R2	3.714	3.714	3.664
R1	3.680	3.680	3.655	3.697
PP	3.622	3.622	3.622	3.630
S1	3.588	3.588	3.639	3.605
S2	3.530	3.530	3.630
S3	3.438	3.496	3.622
S4	3.346	3.404	3.596

Weekly Pivots for week ending 11-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.157	4.078	3.682
R3	3.939	3.860	3.622
R2	3.721	3.721	3.602
R1	3.642	3.642	3.582	3.682
PP	3.503	3.503	3.503	3.523
S1	3.424	3.424	3.542	3.464
S2	3.285	3.285	3.522
S3	3.067	3.206	3.502
S4	2.849	2.988	3.442

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.655	3.365	0.290	8.0%	0.082	2.3%	97%	True	False	4,438
10	3.655	3.365	0.290	8.0%	0.084	2.3%	97%	True	False	3,629
20	3.717	3.365	0.352	9.7%	0.073	2.0%	80%	False	False	2,837
40	4.094	3.365	0.729	20.0%	0.073	2.0%	39%	False	False	2,331

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.046
2.618	3.896
1.618	3.804
1.000	3.747
0.618	3.712
HIGH	3.655
0.618	3.620
0.500	3.609
0.382	3.598
LOW	3.563
0.618	3.506
1.000	3.471
1.618	3.414
2.618	3.322
4.250	3.172

Fisher Pivots for day following 15-Jan-2013
Pivot	1 day	3 day
R1	3.634	3.616
PP	3.622	3.584
S1	3.609	3.553

Download as Excel Spreadsheet

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

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