NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 17-Aug-2012

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	2.765	2.710	-0.055	-2.0%	2.770
High	2.840	2.757	-0.083	-2.9%	2.848
Low	2.685	2.688	0.003	0.1%	2.685
Close	2.724	2.719	-0.005	-0.2%	2.719
Range	0.155	0.069	-0.086	-55.5%	0.163
ATR	0.140	0.135	-0.005	-3.6%	0.000
Volume	173,508	74,954	-98,554	-56.8%	616,159

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.928	2.893	2.757
R3	2.859	2.824	2.738
R2	2.790	2.790	2.732
R1	2.755	2.755	2.725	2.773
PP	2.721	2.721	2.721	2.730
S1	2.686	2.686	2.713	2.704
S2	2.652	2.652	2.706
S3	2.583	2.617	2.700
S4	2.514	2.548	2.681

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.240	3.142	2.809
R3	3.077	2.979	2.764
R2	2.914	2.914	2.749
R1	2.816	2.816	2.734	2.784
PP	2.751	2.751	2.751	2.734
S1	2.653	2.653	2.704	2.621
S2	2.588	2.588	2.689
S3	2.425	2.490	2.674
S4	2.262	2.327	2.629

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.848	2.685	0.163	6.0%	0.103	3.8%	21%	False	False	123,231
10	3.120	2.685	0.435	16.0%	0.128	4.7%	8%	False	False	145,356
20	3.277	2.685	0.592	21.8%	0.135	5.0%	6%	False	False	136,199
40	3.277	2.603	0.674	24.8%	0.140	5.2%	17%	False	False	100,736
60	3.277	2.259	1.018	37.4%	0.136	5.0%	45%	False	False	85,343
80	3.277	2.259	1.018	37.4%	0.131	4.8%	45%	False	False	71,979
100	3.277	2.222	1.055	38.8%	0.118	4.3%	47%	False	False	61,171
120	3.277	2.222	1.055	38.8%	0.111	4.1%	47%	False	False	52,765

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	3.050
2.618	2.938
1.618	2.869
1.000	2.826
0.618	2.800
HIGH	2.757
0.618	2.731
0.500	2.723
0.382	2.714
LOW	2.688
0.618	2.645
1.000	2.619
1.618	2.576
2.618	2.507
4.250	2.395

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	2.723	2.763
PP	2.721	2.748
S1	2.720	2.734

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

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