NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	2.781	2.873	0.092	3.3%	2.800
High	2.894	2.909	0.015	0.5%	3.065
Low	2.780	2.726	-0.054	-1.9%	2.756
Close	2.876	2.728	-0.148	-5.1%	2.786
Range	0.114	0.183	0.069	60.5%	0.309
ATR	0.140	0.143	0.003	2.2%	0.000
Volume	80,152	51,378	-28,774	-35.9%	201,024

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.337	3.215	2.829
R3	3.154	3.032	2.778
R2	2.971	2.971	2.762
R1	2.849	2.849	2.745	2.819
PP	2.788	2.788	2.788	2.772
S1	2.666	2.666	2.711	2.636
S2	2.605	2.605	2.694
S3	2.422	2.483	2.678
S4	2.239	2.300	2.627

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.796	3.600	2.956
R3	3.487	3.291	2.871
R2	3.178	3.178	2.843
R1	2.982	2.982	2.814	2.926
PP	2.869	2.869	2.869	2.841
S1	2.673	2.673	2.758	2.617
S2	2.560	2.560	2.729
S3	2.251	2.364	2.701
S4	1.942	2.055	2.616

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.065	2.726	0.339	12.4%	0.158	5.8%	1%	False	True	51,496
10	3.065	2.673	0.392	14.4%	0.154	5.6%	14%	False	False	57,446
20	3.065	2.259	0.806	29.5%	0.151	5.5%	58%	False	False	59,500
40	3.065	2.259	0.806	29.5%	0.134	4.9%	58%	False	False	50,372
60	3.065	2.222	0.843	30.9%	0.119	4.4%	60%	False	False	42,482
80	3.065	2.222	0.843	30.9%	0.106	3.9%	60%	False	False	35,224
100	3.143	2.222	0.921	33.8%	0.103	3.8%	55%	False	False	30,606
120	3.170	2.222	0.948	34.8%	0.110	4.0%	53%	False	False	27,267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.687
2.618	3.388
1.618	3.205
1.000	3.092
0.618	3.022
HIGH	2.909
0.618	2.839
0.500	2.818
0.382	2.796
LOW	2.726
0.618	2.613
1.000	2.543
1.618	2.430
2.618	2.247
4.250	1.948

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	2.818	2.896
PP	2.788	2.840
S1	2.758	2.784

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

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