NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 02-Jan-2013

Day Change Summary
	Previous	Current
	31-Dec-2012	02-Jan-2013	Change	Change %	Previous Week
Open	3.710	3.530	-0.180	-4.9%	3.620
High	3.710	3.609	-0.101	-2.7%	3.700
Low	3.596	3.350	-0.246	-6.8%	3.601
Close	3.598	3.506	-0.092	-2.6%	3.700
Range	0.114	0.259	0.145	127.2%	0.099
ATR	0.076	0.089	0.013	17.2%	0.000
Volume	2,920	1,889	-1,031	-35.3%	7,649

Daily Pivots for day following 02-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.265	4.145	3.648
R3	4.006	3.886	3.577
R2	3.747	3.747	3.553
R1	3.627	3.627	3.530	3.558
PP	3.488	3.488	3.488	3.454
S1	3.368	3.368	3.482	3.299
S2	3.229	3.229	3.459
S3	2.970	3.109	3.435
S4	2.711	2.850	3.364

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	3.710	3.350	0.360	10.3%	0.109	3.1%	43%	False	True	2,050
10	3.724	3.350	0.374	10.7%	0.081	2.3%	42%	False	True	1,876

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	0.014
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	4.710
2.618	4.287
1.618	4.028
1.000	3.868
0.618	3.769
HIGH	3.609
0.618	3.510
0.500	3.480
0.382	3.449
LOW	3.350
0.618	3.190
1.000	3.091
1.618	2.931
2.618	2.672
4.250	2.249

Fisher Pivots for day following 02-Jan-2013
Pivot	1 day	3 day
R1	3.497	3.530
PP	3.488	3.522
S1	3.480	3.514

Download as Excel Spreadsheet

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

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