NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	2.791	2.975	0.184	6.6%	2.781
High	3.020	3.045	0.025	0.8%	2.920
Low	2.777	2.925	0.148	5.3%	2.718
Close	2.973	2.999	0.026	0.9%	2.874
Range	0.243	0.120	-0.123	-50.6%	0.202
ATR	0.150	0.148	-0.002	-1.4%	0.000
Volume	178,486	162,405	-16,081	-9.0%	641,528

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.350	3.294	3.065
R3	3.230	3.174	3.032
R2	3.110	3.110	3.021
R1	3.054	3.054	3.010	3.082
PP	2.990	2.990	2.990	3.004
S1	2.934	2.934	2.988	2.962
S2	2.870	2.870	2.977
S3	2.750	2.814	2.966
S4	2.630	2.694	2.933

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	3.045	2.720	0.325	10.8%	0.141	4.7%	86%	True	False	125,869
10	3.060	2.718	0.342	11.4%	0.166	5.5%	82%	False	False	138,411
20	3.060	2.542	0.518	17.3%	0.148	4.9%	88%	False	False	123,348
40	3.060	2.215	0.845	28.2%	0.139	4.6%	93%	False	False	88,615
60	3.060	2.215	0.845	28.2%	0.134	4.5%	93%	False	False	71,343
80	3.060	2.175	0.885	29.5%	0.117	3.9%	93%	False	False	59,104
100	3.060	2.175	0.885	29.5%	0.109	3.6%	93%	False	False	49,511
120	3.148	2.175	0.973	32.4%	0.111	3.7%	85%	False	False	43,475

Crabel Price Patterns
NR	True
NR4	True
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	0.041
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.555
2.618	3.359
1.618	3.239
1.000	3.165
0.618	3.119
HIGH	3.045
0.618	2.999
0.500	2.985
0.382	2.971
LOW	2.925
0.618	2.851
1.000	2.805
1.618	2.731
2.618	2.611
4.250	2.415

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	2.994	2.960
PP	2.990	2.921
S1	2.985	2.883

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

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