NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	2.949	2.781	-0.168	-5.7%	2.804
High	3.060	2.896	-0.164	-5.4%	3.060
Low	2.753	2.776	0.023	0.8%	2.742
Close	2.788	2.883	0.095	3.4%	2.788
Range	0.307	0.120	-0.187	-60.9%	0.318
ATR	0.145	0.143	-0.002	-1.2%	0.000
Volume	198,597	109,965	-88,632	-44.6%	386,924

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.212	3.167	2.949
R3	3.092	3.047	2.916
R2	2.972	2.972	2.905
R1	2.927	2.927	2.894	2.950
PP	2.852	2.852	2.852	2.863
S1	2.807	2.807	2.872	2.830
S2	2.732	2.732	2.861
S3	2.612	2.687	2.850
S4	2.492	2.567	2.817

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.817	3.621	2.963
R3	3.499	3.303	2.875
R2	3.181	3.181	2.846
R1	2.985	2.985	2.817	2.924
PP	2.863	2.863	2.863	2.833
S1	2.667	2.667	2.759	2.606
S2	2.545	2.545	2.730
S3	2.227	2.349	2.701
S4	1.909	2.031	2.613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.060	2.742	0.318	11.0%	0.146	5.1%	44%	False	False	99,377
10	3.060	2.659	0.401	13.9%	0.148	5.1%	56%	False	False	121,248
20	3.060	2.215	0.845	29.3%	0.148	5.1%	79%	False	False	98,039
40	3.060	2.215	0.845	29.3%	0.135	4.7%	79%	False	False	69,994
60	3.060	2.175	0.885	30.7%	0.120	4.2%	80%	False	False	56,889
80	3.060	2.175	0.885	30.7%	0.109	3.8%	80%	False	False	46,752
100	3.137	2.175	0.962	33.4%	0.106	3.7%	74%	False	False	39,554
120	3.148	2.175	0.973	33.7%	0.112	3.9%	73%	False	False	35,184

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.406
2.618	3.210
1.618	3.090
1.000	3.016
0.618	2.970
HIGH	2.896
0.618	2.850
0.500	2.836
0.382	2.822
LOW	2.776
0.618	2.702
1.000	2.656
1.618	2.582
2.618	2.462
4.250	2.266

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	2.867	2.907
PP	2.852	2.899
S1	2.836	2.891

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

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