NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	3.392	3.361	-0.031	-0.9%	3.302
High	3.414	3.423	0.009	0.3%	3.423
Low	3.255	3.361	0.106	3.3%	3.255
Close	3.392	3.399	0.007	0.2%	3.399
Range	0.159	0.062	-0.097	-61.0%	0.168
ATR	0.114	0.111	-0.004	-3.3%	0.000
Volume	12,738	19,787	7,049	55.3%	81,183

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.580	3.552	3.433
R3	3.518	3.490	3.416
R2	3.456	3.456	3.410
R1	3.428	3.428	3.405	3.442
PP	3.394	3.394	3.394	3.402
S1	3.366	3.366	3.393	3.380
S2	3.332	3.332	3.388
S3	3.270	3.304	3.382
S4	3.208	3.242	3.365

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.863	3.799	3.491
R3	3.695	3.631	3.445
R2	3.527	3.527	3.430
R1	3.463	3.463	3.414	3.495
PP	3.359	3.359	3.359	3.375
S1	3.295	3.295	3.384	3.327
S2	3.191	3.191	3.368
S3	3.023	3.127	3.353
S4	2.855	2.959	3.307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.423	3.255	0.168	4.9%	0.106	3.1%	86%	True	False	16,236
10	3.526	3.255	0.271	8.0%	0.112	3.3%	53%	False	False	15,875
20	3.526	3.143	0.383	11.3%	0.113	3.3%	67%	False	False	16,031
40	3.526	2.962	0.564	16.6%	0.105	3.1%	77%	False	False	14,274
60	3.526	2.909	0.617	18.2%	0.098	2.9%	79%	False	False	12,683
80	3.526	2.909	0.617	18.2%	0.088	2.6%	79%	False	False	11,325

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.026
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.687
2.618	3.585
1.618	3.523
1.000	3.485
0.618	3.461
HIGH	3.423
0.618	3.399
0.500	3.392
0.382	3.385
LOW	3.361
0.618	3.323
1.000	3.299
1.618	3.261
2.618	3.199
4.250	3.098

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	3.397	3.379
PP	3.394	3.359
S1	3.392	3.339

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

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