NYMEX Natural Gas Future September 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	2.837	2.872	0.035	1.2%	2.781
High	2.908	2.904	-0.004	-0.1%	2.909
Low	2.707	2.825	0.118	4.4%	2.706
Close	2.869	2.869	0.000	0.0%	2.869
Range	0.201	0.079	-0.122	-60.7%	0.203
ATR	0.147	0.142	-0.005	-3.3%	0.000
Volume	51,077	95,106	44,029	86.2%	337,514

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.103	3.065	2.912
R3	3.024	2.986	2.891
R2	2.945	2.945	2.883
R1	2.907	2.907	2.876	2.887
PP	2.866	2.866	2.866	2.856
S1	2.828	2.828	2.862	2.808
S2	2.787	2.787	2.855
S3	2.708	2.749	2.847
S4	2.629	2.670	2.826

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.437	3.356	2.981
R3	3.234	3.153	2.925
R2	3.031	3.031	2.906
R1	2.950	2.950	2.888	2.991
PP	2.828	2.828	2.828	2.848
S1	2.747	2.747	2.850	2.788
S2	2.625	2.625	2.832
S3	2.422	2.544	2.813
S4	2.219	2.341	2.757

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.909	2.706	0.203	7.1%	0.143	5.0%	80%	False	False	67,502
10	3.065	2.706	0.359	12.5%	0.143	5.0%	45%	False	False	60,484
20	3.065	2.526	0.539	18.8%	0.147	5.1%	64%	False	False	57,640
40	3.065	2.259	0.806	28.1%	0.136	4.7%	76%	False	False	53,035
60	3.065	2.222	0.843	29.4%	0.124	4.3%	77%	False	False	44,984
80	3.065	2.222	0.843	29.4%	0.109	3.8%	77%	False	False	37,473
100	3.140	2.222	0.918	32.0%	0.104	3.6%	70%	False	False	32,280
120	3.170	2.222	0.948	33.0%	0.108	3.8%	68%	False	False	28,800

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	0.042
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.240
2.618	3.111
1.618	3.032
1.000	2.983
0.618	2.953
HIGH	2.904
0.618	2.874
0.500	2.865
0.382	2.855
LOW	2.825
0.618	2.776
1.000	2.746
1.618	2.697
2.618	2.618
4.250	2.489

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	2.868	2.848
PP	2.866	2.828
S1	2.865	2.807

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

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