NYMEX Natural Gas Future September 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	2.780	2.950	0.170	6.1%	2.781
High	3.000	3.025	0.025	0.8%	2.909
Low	2.765	2.907	0.142	5.1%	2.706
Close	2.950	2.981	0.031	1.1%	2.869
Range	0.235	0.118	-0.117	-49.8%	0.203
ATR	0.147	0.145	-0.002	-1.4%	0.000
Volume	106,537	98,478	-8,059	-7.6%	337,514

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.325	3.271	3.046
R3	3.207	3.153	3.013
R2	3.089	3.089	3.003
R1	3.035	3.035	2.992	3.062
PP	2.971	2.971	2.971	2.985
S1	2.917	2.917	2.970	2.944
S2	2.853	2.853	2.959
S3	2.735	2.799	2.949
S4	2.617	2.681	2.916

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	3.025	2.711	0.314	10.5%	0.137	4.6%	86%	True	False	80,825
10	3.065	2.706	0.359	12.0%	0.162	5.4%	77%	False	False	68,554
20	3.065	2.570	0.495	16.6%	0.145	4.9%	83%	False	False	60,982
40	3.065	2.259	0.806	27.0%	0.136	4.6%	90%	False	False	57,687
60	3.065	2.259	0.806	27.0%	0.130	4.4%	90%	False	False	48,780
80	3.065	2.222	0.843	28.3%	0.113	3.8%	90%	False	False	40,978
100	3.065	2.222	0.843	28.3%	0.105	3.5%	90%	False	False	34,929
120	3.167	2.222	0.945	31.7%	0.108	3.6%	80%	False	False	31,009

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	0.039
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.527
2.618	3.334
1.618	3.216
1.000	3.143
0.618	3.098
HIGH	3.025
0.618	2.980
0.500	2.966
0.382	2.952
LOW	2.907
0.618	2.834
1.000	2.789
1.618	2.716
2.618	2.598
4.250	2.406

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	2.976	2.943
PP	2.971	2.906
S1	2.966	2.868

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

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