NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	3.030	3.220	0.190	6.3%	3.081
High	3.231	3.277	0.046	1.4%	3.186
Low	3.030	3.157	0.127	4.2%	2.977
Close	3.214	3.209	-0.005	-0.2%	3.015
Range	0.201	0.120	-0.081	-40.3%	0.209
ATR	0.142	0.140	-0.002	-1.1%	0.000
Volume	144,275	169,271	24,996	17.3%	508,591

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.574	3.512	3.275
R3	3.454	3.392	3.242
R2	3.334	3.334	3.231
R1	3.272	3.272	3.220	3.243
PP	3.214	3.214	3.214	3.200
S1	3.152	3.152	3.198	3.123
S2	3.094	3.094	3.187
S3	2.974	3.032	3.176
S4	2.854	2.912	3.143

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.686	3.560	3.130
R3	3.477	3.351	3.072
R2	3.268	3.268	3.053
R1	3.142	3.142	3.034	3.101
PP	3.059	3.059	3.059	3.039
S1	2.933	2.933	2.996	2.892
S2	2.850	2.850	2.977
S3	2.641	2.724	2.958
S4	2.432	2.515	2.900

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.277	2.980	0.297	9.3%	0.135	4.2%	77%	True	False	130,584
10	3.277	2.765	0.512	16.0%	0.140	4.4%	87%	True	False	115,115
20	3.277	2.706	0.571	17.8%	0.143	4.5%	88%	True	False	85,931
40	3.277	2.259	1.018	31.7%	0.140	4.4%	93%	True	False	73,951
60	3.277	2.259	1.018	31.7%	0.132	4.1%	93%	True	False	61,009
80	3.277	2.222	1.055	32.9%	0.119	3.7%	94%	True	False	51,403
100	3.277	2.222	1.055	32.9%	0.110	3.4%	94%	True	False	43,525
120	3.277	2.222	1.055	32.9%	0.108	3.4%	94%	True	False	38,142

Crabel Price Patterns
NR	True
NR4	False
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	0.027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.787
2.618	3.591
1.618	3.471
1.000	3.397
0.618	3.351
HIGH	3.277
0.618	3.231
0.500	3.217
0.382	3.203
LOW	3.157
0.618	3.083
1.000	3.037
1.618	2.963
2.618	2.843
4.250	2.647

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	3.217	3.182
PP	3.214	3.155
S1	3.212	3.129

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

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