NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	2.844	2.906	0.062	2.2%	2.707
High	2.902	2.957	0.055	1.9%	2.975
Low	2.786	2.885	0.099	3.6%	2.659
Close	2.895	2.945	0.050	1.7%	2.770
Range	0.116	0.072	-0.044	-37.9%	0.316
ATR	0.137	0.132	-0.005	-3.4%	0.000
Volume	100,709	0	-100,709	-100.0%	715,595

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.145	3.117	2.985
R3	3.073	3.045	2.965
R2	3.001	3.001	2.958
R1	2.973	2.973	2.952	2.987
PP	2.929	2.929	2.929	2.936
S1	2.901	2.901	2.938	2.915
S2	2.857	2.857	2.932
S3	2.785	2.829	2.925
S4	2.713	2.757	2.905

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.749	3.576	2.944
R3	3.433	3.260	2.857
R2	3.117	3.117	2.828
R1	2.944	2.944	2.799	3.031
PP	2.801	2.801	2.801	2.845
S1	2.628	2.628	2.741	2.715
S2	2.485	2.485	2.712
S3	2.169	2.312	2.683
S4	1.853	1.996	2.596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.957	2.659	0.298	10.1%	0.121	4.1%	96%	True	False	99,529
10	2.975	2.542	0.433	14.7%	0.130	4.4%	93%	False	False	108,285
20	2.975	2.215	0.760	25.8%	0.140	4.7%	96%	False	False	89,172
40	2.975	2.215	0.760	25.8%	0.129	4.4%	96%	False	False	64,820
60	2.975	2.175	0.800	27.2%	0.115	3.9%	96%	False	False	52,566
80	2.975	2.175	0.800	27.2%	0.106	3.6%	96%	False	False	43,215
100	3.137	2.175	0.962	32.7%	0.103	3.5%	80%	False	False	36,764
120	3.148	2.175	0.973	33.0%	0.110	3.7%	79%	False	False	32,716

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	0.042
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.263
2.618	3.145
1.618	3.073
1.000	3.029
0.618	3.001
HIGH	2.957
0.618	2.929
0.500	2.921
0.382	2.913
LOW	2.885
0.618	2.841
1.000	2.813
1.618	2.769
2.618	2.697
4.250	2.579

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	2.937	2.913
PP	2.929	2.881
S1	2.921	2.850

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

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