NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	2.828	2.902	0.074	2.6%	2.855
High	2.925	2.940	0.015	0.5%	3.100
Low	2.824	2.761	-0.063	-2.2%	2.803
Close	2.908	2.764	-0.144	-5.0%	2.825
Range	0.101	0.179	0.078	77.2%	0.297
ATR	0.134	0.137	0.003	2.4%	0.000
Volume	70,205	37,539	-32,666	-46.5%	167,109

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.240	2.862
R3	3.180	3.061	2.813
R2	3.001	3.001	2.797
R1	2.882	2.882	2.780	2.852
PP	2.822	2.822	2.822	2.807
S1	2.703	2.703	2.748	2.673
S2	2.643	2.643	2.731
S3	2.464	2.524	2.715
S4	2.285	2.345	2.666

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.800	3.610	2.988
R3	3.503	3.313	2.907
R2	3.206	3.206	2.879
R1	3.016	3.016	2.852	2.963
PP	2.909	2.909	2.909	2.883
S1	2.719	2.719	2.798	2.666
S2	2.612	2.612	2.771
S3	2.315	2.422	2.743
S4	2.018	2.125	2.662

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.100	2.761	0.339	12.3%	0.152	5.5%	1%	False	True	41,631
10	3.100	2.735	0.365	13.2%	0.147	5.3%	8%	False	False	49,947
20	3.100	2.357	0.743	26.9%	0.144	5.2%	55%	False	False	50,223
40	3.100	2.357	0.743	26.9%	0.129	4.7%	55%	False	False	43,715
60	3.100	2.300	0.800	28.9%	0.115	4.1%	58%	False	False	39,339
80	3.100	2.300	0.800	28.9%	0.104	3.8%	58%	False	False	34,714
100	3.198	2.300	0.898	32.5%	0.102	3.7%	52%	False	False	32,249
120	3.210	2.300	0.910	32.9%	0.110	4.0%	51%	False	False	31,510

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.045
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.701
2.618	3.409
1.618	3.230
1.000	3.119
0.618	3.051
HIGH	2.940
0.618	2.872
0.500	2.851
0.382	2.829
LOW	2.761
0.618	2.650
1.000	2.582
1.618	2.471
2.618	2.292
4.250	2.000

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	2.851	2.931
PP	2.822	2.875
S1	2.793	2.820

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

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