NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	3.640	3.639	-0.001	0.0%	3.620
High	3.645	3.700	0.055	1.5%	3.700
Low	3.601	3.607	0.006	0.2%	3.601
Close	3.641	3.700	0.059	1.6%	3.700
Range	0.044	0.093	0.049	111.4%	0.099
ATR	0.000	0.073	0.073		0.000
Volume	894	2,784	1,890	211.4%	7,649

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.948	3.917	3.751
R3	3.855	3.824	3.726
R2	3.762	3.762	3.717
R1	3.731	3.731	3.709	3.747
PP	3.669	3.669	3.669	3.677
S1	3.638	3.638	3.691	3.654
S2	3.576	3.576	3.683
S3	3.483	3.545	3.674
S4	3.390	3.452	3.649

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.964	3.931	3.754
R3	3.865	3.832	3.727
R2	3.766	3.766	3.718
R1	3.733	3.733	3.709	3.750
PP	3.667	3.667	3.667	3.675
S1	3.634	3.634	3.691	3.651
S2	3.568	3.568	3.682
S3	3.469	3.535	3.673
S4	3.370	3.436	3.646

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	3.3%	0.046	1.2%	80%	False	False	2,028
10	3.724	3.536	0.188	5.1%	0.060	1.6%	87%	False	False	1,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	4.095
2.618	3.943
1.618	3.850
1.000	3.793
0.618	3.757
HIGH	3.700
0.618	3.664
0.500	3.654
0.382	3.643
LOW	3.607
0.618	3.550
1.000	3.514
1.618	3.457
2.618	3.364
4.250	3.212

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	3.685	3.684
PP	3.669	3.667
S1	3.654	3.651

Download as Excel Spreadsheet

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

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