NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 13-Aug-2012

Day Change Summary
	Previous	Current
	10-Aug-2012	13-Aug-2012	Change	Change %	Previous Week
Open	2.931	2.770	-0.161	-5.5%	2.841
High	2.943	2.790	-0.153	-5.2%	3.120
Low	2.760	2.715	-0.045	-1.6%	2.760
Close	2.770	2.729	-0.041	-1.5%	2.770
Range	0.183	0.075	-0.108	-59.0%	0.360
ATR	0.149	0.144	-0.005	-3.5%	0.000
Volume	178,097	136,504	-41,593	-23.4%	837,405

Daily Pivots for day following 13-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.970	2.924	2.770
R3	2.895	2.849	2.750
R2	2.820	2.820	2.743
R1	2.774	2.774	2.736	2.760
PP	2.745	2.745	2.745	2.737
S1	2.699	2.699	2.722	2.685
S2	2.670	2.670	2.715
S3	2.595	2.624	2.708
S4	2.520	2.549	2.688

Weekly Pivots for week ending 10-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.963	3.727	2.968
R3	3.603	3.367	2.869
R2	3.243	3.243	2.836
R1	3.007	3.007	2.803	2.945
PP	2.883	2.883	2.883	2.853
S1	2.647	2.647	2.737	2.585
S2	2.523	2.523	2.704
S3	2.163	2.287	2.671
S4	1.803	1.927	2.572

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.120	2.715	0.405	14.8%	0.141	5.2%	3%	False	True	174,893
10	3.277	2.715	0.562	20.6%	0.145	5.3%	2%	False	True	159,147
20	3.277	2.711	0.566	20.7%	0.143	5.2%	3%	False	False	131,556
40	3.277	2.533	0.744	27.3%	0.145	5.3%	26%	False	False	93,749
60	3.277	2.259	1.018	37.3%	0.138	5.0%	46%	False	False	79,519
80	3.277	2.222	1.055	38.7%	0.129	4.7%	48%	False	False	67,038
100	3.277	2.222	1.055	38.7%	0.116	4.3%	48%	False	False	56,693
120	3.277	2.222	1.055	38.7%	0.111	4.1%	48%	False	False	49,099

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	0.033
Narrowest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	3.109
2.618	2.986
1.618	2.911
1.000	2.865
0.618	2.836
HIGH	2.790
0.618	2.761
0.500	2.753
0.382	2.744
LOW	2.715
0.618	2.669
1.000	2.640
1.618	2.594
2.618	2.519
4.250	2.396

Fisher Pivots for day following 13-Aug-2012
Pivot	1 day	3 day
R1	2.753	2.918
PP	2.745	2.855
S1	2.737	2.792

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

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