NYMEX Natural Gas Future August 2013

Trading Metrics calculated at close of trading on 24-Jan-2013

Day Change Summary
	Previous	Current
	23-Jan-2013	24-Jan-2013	Change	Change %	Previous Week
Open	3.774	3.781	0.007	0.2%	3.604
High	3.781	3.789	0.008	0.2%	3.757
Low	3.720	3.669	-0.051	-1.4%	3.563
Close	3.762	3.678	-0.084	-2.2%	3.756
Range	0.061	0.120	0.059	96.7%	0.194
ATR	0.087	0.090	0.002	2.7%	0.000
Volume	6,312	4,387	-1,925	-30.5%	26,758

Daily Pivots for day following 24-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.072	3.995	3.744
R3	3.952	3.875	3.711
R2	3.832	3.832	3.700
R1	3.755	3.755	3.689	3.734
PP	3.712	3.712	3.712	3.701
S1	3.635	3.635	3.667	3.614
S2	3.592	3.592	3.656
S3	3.472	3.515	3.645
S4	3.352	3.395	3.612

Weekly Pivots for week ending 18-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.274	4.209	3.863
R3	4.080	4.015	3.809
R2	3.886	3.886	3.792
R1	3.821	3.821	3.774	3.854
PP	3.692	3.692	3.692	3.708
S1	3.627	3.627	3.738	3.660
S2	3.498	3.498	3.720
S3	3.304	3.433	3.703
S4	3.110	3.239	3.649

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.829	3.606	0.223	6.1%	0.097	2.6%	32%	False	False	4,701
10	3.829	3.400	0.429	11.7%	0.088	2.4%	65%	False	False	5,050
20	3.829	3.365	0.464	12.6%	0.081	2.2%	67%	False	False	3,815
40	4.000	3.365	0.635	17.3%	0.076	2.1%	49%	False	False	2,909

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.299
2.618	4.103
1.618	3.983
1.000	3.909
0.618	3.863
HIGH	3.789
0.618	3.743
0.500	3.729
0.382	3.715
LOW	3.669
0.618	3.595
1.000	3.549
1.618	3.475
2.618	3.355
4.250	3.159

Fisher Pivots for day following 24-Jan-2013
Pivot	1 day	3 day
R1	3.729	3.749
PP	3.712	3.725
S1	3.695	3.702

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

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