NYMEX Natural Gas Future September 2013

Trading Metrics calculated at close of trading on 04-Jan-2013

Day Change Summary
	Previous	Current
	03-Jan-2013	04-Jan-2013	Change	Change %	Previous Week
Open	3.505	3.474	-0.031	-0.9%	3.710
High	3.510	3.558	0.048	1.4%	3.710
Low	3.443	3.474	0.031	0.9%	3.350
Close	3.469	3.551	0.082	2.4%	3.551
Range	0.067	0.084	0.017	25.4%	0.360
ATR	0.087	0.087	0.000	0.1%	0.000
Volume	3,721	2,558	-1,163	-31.3%	11,088

Daily Pivots for day following 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.780	3.749	3.597
R3	3.696	3.665	3.574
R2	3.612	3.612	3.566
R1	3.581	3.581	3.559	3.597
PP	3.528	3.528	3.528	3.535
S1	3.497	3.497	3.543	3.513
S2	3.444	3.444	3.536
S3	3.360	3.413	3.528
S4	3.276	3.329	3.505

Weekly Pivots for week ending 04-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.617	4.444	3.749
R3	4.257	4.084	3.650
R2	3.897	3.897	3.617
R1	3.724	3.724	3.584	3.631
PP	3.537	3.537	3.537	3.490
S1	3.364	3.364	3.518	3.271
S2	3.177	3.177	3.485
S3	2.817	3.004	3.452
S4	2.457	2.644	3.353

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	10.1%	0.123	3.5%	56%	False	False	2,774
10	3.724	3.350	0.374	10.5%	0.084	2.4%	54%	False	False	2,283

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.915
2.618	3.778
1.618	3.694
1.000	3.642
0.618	3.610
HIGH	3.558
0.618	3.526
0.500	3.516
0.382	3.506
LOW	3.474
0.618	3.422
1.000	3.390
1.618	3.338
2.618	3.254
4.250	3.117

Fisher Pivots for day following 04-Jan-2013
Pivot	1 day	3 day
R1	3.539	3.527
PP	3.528	3.503
S1	3.516	3.480

Download as Excel Spreadsheet

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

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