NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 12-Jul-2012

Day Change Summary
	Previous	Current
	11-Jul-2012	12-Jul-2012	Change	Change %	Previous Week
Open	2.766	2.880	0.114	4.1%	2.855
High	2.874	2.931	0.057	2.0%	3.100
Low	2.741	2.744	0.003	0.1%	2.803
Close	2.866	2.894	0.028	1.0%	2.825
Range	0.133	0.187	0.054	40.6%	0.297
ATR	0.137	0.140	0.004	2.6%	0.000
Volume	53,111	35,981	-17,130	-32.3%	167,109

Daily Pivots for day following 12-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.417	3.343	2.997
R3	3.230	3.156	2.945
R2	3.043	3.043	2.928
R1	2.969	2.969	2.911	3.006
PP	2.856	2.856	2.856	2.875
S1	2.782	2.782	2.877	2.819
S2	2.669	2.669	2.860
S3	2.482	2.595	2.843
S4	2.295	2.408	2.791

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	12.4%	0.179	6.2%	43%	False	False	45,777
10	3.100	2.735	0.365	12.6%	0.148	5.1%	44%	False	False	50,572
20	3.100	2.357	0.743	25.7%	0.152	5.3%	72%	False	False	49,850
40	3.100	2.357	0.743	25.7%	0.132	4.5%	72%	False	False	44,305
60	3.100	2.300	0.800	27.6%	0.118	4.1%	74%	False	False	40,057
80	3.100	2.300	0.800	27.6%	0.106	3.7%	74%	False	False	35,317
100	3.198	2.300	0.898	31.0%	0.103	3.6%	66%	False	False	32,555
120	3.210	2.300	0.910	31.4%	0.110	3.8%	65%	False	False	31,836

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.045
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.726
2.618	3.421
1.618	3.234
1.000	3.118
0.618	3.047
HIGH	2.931
0.618	2.860
0.500	2.838
0.382	2.815
LOW	2.744
0.618	2.628
1.000	2.557
1.618	2.441
2.618	2.254
4.250	1.949

Fisher Pivots for day following 12-Jul-2012
Pivot	1 day	3 day
R1	2.875	2.876
PP	2.856	2.858
S1	2.838	2.841

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

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