NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 26-Dec-2012

Day Change Summary
	Previous	Current
	24-Dec-2012	26-Dec-2012	Change	Change %	Previous Week
Open	3.620	3.635	0.015	0.4%	3.544
High	3.635	3.668	0.033	0.9%	3.724
Low	3.619	3.635	0.016	0.4%	3.536
Close	3.628	3.656	0.028	0.8%	3.704
Range	0.016	0.033	0.017	106.3%	0.188
ATR
Volume	2,207	1,764	-443	-20.1%	9,077

Daily Pivots for day following 26-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.752	3.737	3.674
R3	3.719	3.704	3.665
R2	3.686	3.686	3.662
R1	3.671	3.671	3.659	3.679
PP	3.653	3.653	3.653	3.657
S1	3.638	3.638	3.653	3.646
S2	3.620	3.620	3.650
S3	3.587	3.605	3.647
S4	3.554	3.572	3.638

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.149	3.807
R3	4.031	3.961	3.756
R2	3.843	3.843	3.738
R1	3.773	3.773	3.721	3.808
PP	3.655	3.655	3.655	3.672
S1	3.585	3.585	3.687	3.620
S2	3.467	3.467	3.670
S3	3.279	3.397	3.652
S4	3.091	3.209	3.601

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.724	3.567	0.157	4.3%	0.046	1.2%	57%	False	False	1,851
10	3.724	3.536	0.188	5.1%	0.059	1.6%	64%	False	False	2,214

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	0.007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.808
2.618	3.754
1.618	3.721
1.000	3.701
0.618	3.688
HIGH	3.668
0.618	3.655
0.500	3.652
0.382	3.648
LOW	3.635
0.618	3.615
1.000	3.602
1.618	3.582
2.618	3.549
4.250	3.495

Fisher Pivots for day following 26-Dec-2012
Pivot	1 day	3 day
R1	3.655	3.672
PP	3.653	3.666
S1	3.652	3.661

Download as Excel Spreadsheet

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

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