NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	3.081	3.106	0.025	0.8%	2.868
High	3.121	3.186	0.065	2.1%	3.090
Low	2.977	3.075	0.098	3.3%	2.711
Close	3.111	3.156	0.045	1.4%	3.076
Range	0.144	0.111	-0.033	-22.9%	0.379
ATR	0.143	0.141	-0.002	-1.6%	0.000
Volume	79,342	89,874	10,532	13.3%	433,026

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.472	3.425	3.217
R3	3.361	3.314	3.187
R2	3.250	3.250	3.176
R1	3.203	3.203	3.166	3.227
PP	3.139	3.139	3.139	3.151
S1	3.092	3.092	3.146	3.116
S2	3.028	3.028	3.136
S3	2.917	2.981	3.125
S4	2.806	2.870	3.095

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	3.186	2.765	0.421	13.3%	0.145	4.6%	93%	True	False	99,647
10	3.186	2.706	0.480	15.2%	0.140	4.4%	94%	True	False	80,822
20	3.186	2.673	0.513	16.3%	0.147	4.6%	94%	True	False	69,134
40	3.186	2.259	0.927	29.4%	0.137	4.3%	97%	True	False	62,450
60	3.186	2.259	0.927	29.4%	0.130	4.1%	97%	True	False	52,567
80	3.186	2.222	0.964	30.5%	0.115	3.6%	97%	True	False	44,202
100	3.186	2.222	0.964	30.5%	0.106	3.4%	97%	True	False	37,577
120	3.186	2.222	0.964	30.5%	0.108	3.4%	97%	True	False	33,279

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.036
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.658
2.618	3.477
1.618	3.366
1.000	3.297
0.618	3.255
HIGH	3.186
0.618	3.144
0.500	3.131
0.382	3.117
LOW	3.075
0.618	3.006
1.000	2.964
1.618	2.895
2.618	2.784
4.250	2.603

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	3.148	3.130
PP	3.139	3.104
S1	3.131	3.079

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

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