NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	2.880	2.747	-0.133	-4.6%	2.804
High	2.915	2.862	-0.053	-1.8%	3.060
Low	2.734	2.718	-0.016	-0.6%	2.742
Close	2.737	2.853	0.116	4.2%	2.788
Range	0.181	0.144	-0.037	-20.4%	0.318
ATR	0.146	0.146	0.000	-0.1%	0.000
Volume	137,559	106,084	-31,475	-22.9%	386,924

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.243	3.192	2.932
R3	3.099	3.048	2.893
R2	2.955	2.955	2.879
R1	2.904	2.904	2.866	2.930
PP	2.811	2.811	2.811	2.824
S1	2.760	2.760	2.840	2.786
S2	2.667	2.667	2.827
S3	2.523	2.616	2.813
S4	2.379	2.472	2.774

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	2.718	0.342	12.0%	0.165	5.8%	39%	False	True	110,441
10	3.060	2.659	0.401	14.1%	0.158	5.5%	48%	False	False	128,016
20	3.060	2.215	0.845	29.6%	0.155	5.4%	76%	False	False	104,365
40	3.060	2.215	0.845	29.6%	0.138	4.8%	76%	False	False	73,440
60	3.060	2.175	0.885	31.0%	0.124	4.3%	77%	False	False	59,913
80	3.060	2.175	0.885	31.0%	0.111	3.9%	77%	False	False	49,399
100	3.137	2.175	0.962	33.7%	0.108	3.8%	70%	False	False	41,713
120	3.148	2.175	0.973	34.1%	0.113	3.9%	70%	False	False	37,075

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.474
2.618	3.239
1.618	3.095
1.000	3.006
0.618	2.951
HIGH	2.862
0.618	2.807
0.500	2.790
0.382	2.773
LOW	2.718
0.618	2.629
1.000	2.574
1.618	2.485
2.618	2.341
4.250	2.106

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	2.832	2.841
PP	2.811	2.829
S1	2.790	2.817

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

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