NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	2.734	2.837	0.103	3.8%	2.800
High	2.845	2.908	0.063	2.2%	3.065
Low	2.706	2.707	0.001	0.0%	2.756
Close	2.837	2.869	0.032	1.1%	2.786
Range	0.139	0.201	0.062	44.6%	0.309
ATR	0.143	0.147	0.004	2.9%	0.000
Volume	59,801	51,077	-8,724	-14.6%	201,024

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.431	3.351	2.980
R3	3.230	3.150	2.924
R2	3.029	3.029	2.906
R1	2.949	2.949	2.887	2.989
PP	2.828	2.828	2.828	2.848
S1	2.748	2.748	2.851	2.788
S2	2.627	2.627	2.832
S3	2.426	2.547	2.814
S4	2.225	2.346	2.758

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	2.706	0.359	12.5%	0.188	6.5%	45%	False	False	56,282
10	3.065	2.673	0.392	13.7%	0.154	5.4%	50%	False	False	59,338
20	3.065	2.260	0.805	28.1%	0.160	5.6%	76%	False	False	56,545
40	3.065	2.259	0.806	28.1%	0.137	4.8%	76%	False	False	51,162
60	3.065	2.222	0.843	29.4%	0.123	4.3%	77%	False	False	43,628
80	3.065	2.222	0.843	29.4%	0.109	3.8%	77%	False	False	36,376
100	3.140	2.222	0.918	32.0%	0.104	3.6%	70%	False	False	31,492
120	3.170	2.222	0.948	33.0%	0.111	3.9%	68%	False	False	28,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.047
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.762
2.618	3.434
1.618	3.233
1.000	3.109
0.618	3.032
HIGH	2.908
0.618	2.831
0.500	2.808
0.382	2.784
LOW	2.707
0.618	2.583
1.000	2.506
1.618	2.382
2.618	2.181
4.250	1.853

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	2.849	2.849
PP	2.828	2.828
S1	2.808	2.808

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

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