NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 16-Jan-2013

Day Change Summary
	Previous	Current
	15-Jan-2013	16-Jan-2013	Change	Change %	Previous Week
Open	3.614	3.622	0.008	0.2%	3.548
High	3.655	3.648	-0.007	-0.2%	3.583
Low	3.563	3.577	0.014	0.4%	3.365
Close	3.647	3.638	-0.009	-0.2%	3.562
Range	0.092	0.071	-0.021	-22.8%	0.218
ATR	0.088	0.086	-0.001	-1.4%	0.000
Volume	4,169	7,863	3,694	88.6%	17,283

Daily Pivots for day following 16-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.834	3.807	3.677
R3	3.763	3.736	3.658
R2	3.692	3.692	3.651
R1	3.665	3.665	3.645	3.679
PP	3.621	3.621	3.621	3.628
S1	3.594	3.594	3.631	3.608
S2	3.550	3.550	3.625
S3	3.479	3.523	3.618
S4	3.408	3.452	3.599

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	3.400	0.255	7.0%	0.079	2.2%	93%	False	False	5,398
10	3.655	3.365	0.290	8.0%	0.076	2.1%	94%	False	False	4,245
20	3.717	3.365	0.352	9.7%	0.072	2.0%	78%	False	False	3,147
40	4.094	3.365	0.729	20.0%	0.072	2.0%	37%	False	False	2,476

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.950
2.618	3.834
1.618	3.763
1.000	3.719
0.618	3.692
HIGH	3.648
0.618	3.621
0.500	3.613
0.382	3.604
LOW	3.577
0.618	3.533
1.000	3.506
1.618	3.462
2.618	3.391
4.250	3.275

Fisher Pivots for day following 16-Jan-2013
Pivot	1 day	3 day
R1	3.630	3.628
PP	3.621	3.619
S1	3.613	3.609

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

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