NYMEX Natural Gas Future December 2013

Trading Metrics calculated at close of trading on 22-Jul-2013

Day Change Summary
	Previous	Current
	19-Jul-2013	22-Jul-2013	Change	Change %	Previous Week
Open	4.033	3.968	-0.065	-1.6%	3.924
High	4.033	3.971	-0.062	-1.5%	4.061
Low	3.978	3.880	-0.098	-2.5%	3.806
Close	4.012	3.919	-0.093	-2.3%	4.012
Range	0.055	0.091	0.036	65.5%	0.255
ATR	0.101	0.103	0.002	2.2%	0.000
Volume	20,234	11,979	-8,255	-40.8%	54,477

Daily Pivots for day following 22-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.196	4.149	3.969
R3	4.105	4.058	3.944
R2	4.014	4.014	3.936
R1	3.967	3.967	3.927	3.945
PP	3.923	3.923	3.923	3.913
S1	3.876	3.876	3.911	3.854
S2	3.832	3.832	3.902
S3	3.741	3.785	3.894
S4	3.650	3.694	3.869

Weekly Pivots for week ending 19-Jul-2013
	Classic	Woodie	Camarilla	DeMark
R4	4.725	4.623	4.152
R3	4.470	4.368	4.082
R2	4.215	4.215	4.059
R1	4.113	4.113	4.035	4.164
PP	3.960	3.960	3.960	3.985
S1	3.858	3.858	3.989	3.909
S2	3.705	3.705	3.965
S3	3.450	3.603	3.942
S4	3.195	3.348	3.872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.061	3.859	0.202	5.2%	0.099	2.5%	30%	False	False	11,964
10	4.061	3.806	0.255	6.5%	0.105	2.7%	44%	False	False	10,223
20	4.079	3.780	0.299	7.6%	0.101	2.6%	46%	False	False	10,109
40	4.583	3.780	0.803	20.5%	0.094	2.4%	17%	False	False	8,392
60	4.744	3.780	0.964	24.6%	0.098	2.5%	14%	False	False	7,845
80	4.744	3.780	0.964	24.6%	0.099	2.5%	14%	False	False	8,013

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	0.015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.358
2.618	4.209
1.618	4.118
1.000	4.062
0.618	4.027
HIGH	3.971
0.618	3.936
0.500	3.926
0.382	3.915
LOW	3.880
0.618	3.824
1.000	3.789
1.618	3.733
2.618	3.642
4.250	3.493

Fisher Pivots for day following 22-Jul-2013
Pivot	1 day	3 day
R1	3.926	3.969
PP	3.923	3.952
S1	3.921	3.936

Download as Excel Spreadsheet

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

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