NYMEX Natural Gas Future September 2013

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

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	3.635	3.640	0.005	0.1%	3.544
High	3.668	3.645	-0.023	-0.6%	3.724
Low	3.635	3.601	-0.034	-0.9%	3.536
Close	3.656	3.641	-0.015	-0.4%	3.704
Range	0.033	0.044	0.011	33.3%	0.188
ATR
Volume	1,764	894	-870	-49.3%	9,077

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.761	3.745	3.665
R3	3.717	3.701	3.653
R2	3.673	3.673	3.649
R1	3.657	3.657	3.645	3.665
PP	3.629	3.629	3.629	3.633
S1	3.613	3.613	3.637	3.621
S2	3.585	3.585	3.633
S3	3.541	3.569	3.629
S4	3.497	3.525	3.617

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	3.601	0.123	3.4%	0.044	1.2%	33%	False	True	1,791
10	3.724	3.536	0.188	5.2%	0.057	1.6%	56%	False	False	2,056

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	3.832
2.618	3.760
1.618	3.716
1.000	3.689
0.618	3.672
HIGH	3.645
0.618	3.628
0.500	3.623
0.382	3.618
LOW	3.601
0.618	3.574
1.000	3.557
1.618	3.530
2.618	3.486
4.250	3.414

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	3.635	3.639
PP	3.629	3.637
S1	3.623	3.635

Download as Excel Spreadsheet

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

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