NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	2.902	2.766	-0.136	-4.7%	2.855
High	2.940	2.874	-0.066	-2.2%	3.100
Low	2.761	2.741	-0.020	-0.7%	2.803
Close	2.764	2.866	0.102	3.7%	2.825
Range	0.179	0.133	-0.046	-25.7%	0.297
ATR	0.137	0.137	0.000	-0.2%	0.000
Volume	37,539	53,111	15,572	41.5%	167,109

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.226	3.179	2.939
R3	3.093	3.046	2.903
R2	2.960	2.960	2.890
R1	2.913	2.913	2.878	2.937
PP	2.827	2.827	2.827	2.839
S1	2.780	2.780	2.854	2.804
S2	2.694	2.694	2.842
S3	2.561	2.647	2.829
S4	2.428	2.514	2.793

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	2.741	0.359	12.5%	0.156	5.4%	35%	False	True	45,942
10	3.100	2.735	0.365	12.7%	0.149	5.2%	36%	False	False	50,952
20	3.100	2.357	0.743	25.9%	0.145	5.1%	69%	False	False	50,762
40	3.100	2.357	0.743	25.9%	0.130	4.5%	69%	False	False	43,943
60	3.100	2.300	0.800	27.9%	0.116	4.1%	71%	False	False	39,793
80	3.100	2.300	0.800	27.9%	0.105	3.7%	71%	False	False	35,047
100	3.198	2.300	0.898	31.3%	0.103	3.6%	63%	False	False	32,548
120	3.210	2.300	0.910	31.8%	0.110	3.8%	62%	False	False	31,766

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	0.047
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.439
2.618	3.222
1.618	3.089
1.000	3.007
0.618	2.956
HIGH	2.874
0.618	2.823
0.500	2.808
0.382	2.792
LOW	2.741
0.618	2.659
1.000	2.608
1.618	2.526
2.618	2.393
4.250	2.176

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	2.847	2.858
PP	2.827	2.849
S1	2.808	2.841

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

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