NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	2.950	3.000	0.050	1.7%	2.868
High	3.025	3.090	0.065	2.1%	3.090
Low	2.907	2.971	0.064	2.2%	2.711
Close	2.981	3.076	0.095	3.2%	3.076
Range	0.118	0.119	0.001	0.8%	0.379
ATR	0.145	0.143	-0.002	-1.3%	0.000
Volume	98,478	124,004	25,526	25.9%	433,026

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.403	3.358	3.141
R3	3.284	3.239	3.109
R2	3.165	3.165	3.098
R1	3.120	3.120	3.087	3.143
PP	3.046	3.046	3.046	3.057
S1	3.001	3.001	3.065	3.024
S2	2.927	2.927	3.054
S3	2.808	2.882	3.043
S4	2.689	2.763	3.011

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.096	3.965	3.284
R3	3.717	3.586	3.180
R2	3.338	3.338	3.145
R1	3.207	3.207	3.111	3.273
PP	2.959	2.959	2.959	2.992
S1	2.828	2.828	3.041	2.894
S2	2.580	2.580	3.007
S3	2.201	2.449	2.972
S4	1.822	2.070	2.868

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.090	2.711	0.379	12.3%	0.145	4.7%	96%	True	False	86,605
10	3.090	2.706	0.384	12.5%	0.144	4.7%	96%	True	False	77,054
20	3.090	2.603	0.487	15.8%	0.145	4.7%	97%	True	False	65,274
40	3.090	2.259	0.831	27.0%	0.137	4.4%	98%	True	False	59,915
60	3.090	2.259	0.831	27.0%	0.130	4.2%	98%	True	False	50,572
80	3.090	2.222	0.868	28.2%	0.114	3.7%	98%	True	False	42,413
100	3.090	2.222	0.868	28.2%	0.106	3.4%	98%	True	False	36,078
120	3.143	2.222	0.921	29.9%	0.108	3.5%	93%	False	False	31,992

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.032
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.596
2.618	3.402
1.618	3.283
1.000	3.209
0.618	3.164
HIGH	3.090
0.618	3.045
0.500	3.031
0.382	3.016
LOW	2.971
0.618	2.897
1.000	2.852
1.618	2.778
2.618	2.659
4.250	2.465

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	3.061	3.027
PP	3.046	2.977
S1	3.031	2.928

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

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