NYMEX Natural Gas Future August 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	2.853	2.878	0.025	0.9%	2.781
High	2.920	2.911	-0.009	-0.3%	2.920
Low	2.720	2.829	0.109	4.0%	2.718
Close	2.874	2.874	0.000	0.0%	2.874
Range	0.200	0.082	-0.118	-59.0%	0.202
ATR	0.149	0.145	-0.005	-3.2%	0.000
Volume	202,567	85,353	-117,214	-57.9%	641,528

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.117	3.078	2.919
R3	3.035	2.996	2.897
R2	2.953	2.953	2.889
R1	2.914	2.914	2.882	2.893
PP	2.871	2.871	2.871	2.861
S1	2.832	2.832	2.866	2.811
S2	2.789	2.789	2.859
S3	2.707	2.750	2.851
S4	2.625	2.668	2.829

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.443	3.361	2.985
R3	3.241	3.159	2.930
R2	3.039	3.039	2.911
R1	2.957	2.957	2.893	2.998
PP	2.837	2.837	2.837	2.858
S1	2.755	2.755	2.855	2.796
S2	2.635	2.635	2.837
S3	2.433	2.553	2.818
S4	2.231	2.351	2.763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.920	2.718	0.202	7.0%	0.145	5.1%	77%	False	False	128,305
10	3.060	2.716	0.344	12.0%	0.145	5.0%	46%	False	False	116,999
20	3.060	2.489	0.571	19.9%	0.149	5.2%	67%	False	False	111,476
40	3.060	2.215	0.845	29.4%	0.139	4.8%	78%	False	False	79,004
60	3.060	2.175	0.885	30.8%	0.127	4.4%	79%	False	False	64,037
80	3.060	2.175	0.885	30.8%	0.113	3.9%	79%	False	False	52,775
100	3.134	2.175	0.959	33.4%	0.108	3.7%	73%	False	False	44,351
120	3.148	2.175	0.973	33.9%	0.111	3.9%	72%	False	False	39,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.046
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.260
2.618	3.126
1.618	3.044
1.000	2.993
0.618	2.962
HIGH	2.911
0.618	2.880
0.500	2.870
0.382	2.860
LOW	2.829
0.618	2.778
1.000	2.747
1.618	2.696
2.618	2.614
4.250	2.481

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	2.873	2.856
PP	2.871	2.837
S1	2.870	2.819

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

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