NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 16-Jul-2012

Day Change Summary
	Previous	Current
	13-Jul-2012	16-Jul-2012	Change	Change %	Previous Week
Open	2.878	2.911	0.033	1.1%	2.828
High	2.925	2.929	0.004	0.1%	2.940
Low	2.854	2.802	-0.052	-1.8%	2.741
Close	2.894	2.820	-0.074	-2.6%	2.894
Range	0.071	0.127	0.056	78.9%	0.199
ATR	0.135	0.135	-0.001	-0.4%	0.000
Volume	65,106	26,867	-38,239	-58.7%	261,942

Daily Pivots for day following 16-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.231	3.153	2.890
R3	3.104	3.026	2.855
R2	2.977	2.977	2.843
R1	2.899	2.899	2.832	2.875
PP	2.850	2.850	2.850	2.838
S1	2.772	2.772	2.808	2.748
S2	2.723	2.723	2.797
S3	2.596	2.645	2.785
S4	2.469	2.518	2.750

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.455	3.374	3.003
R3	3.256	3.175	2.949
R2	3.057	3.057	2.930
R1	2.976	2.976	2.912	3.017
PP	2.858	2.858	2.858	2.879
S1	2.777	2.777	2.876	2.818
S2	2.659	2.659	2.858
S3	2.460	2.578	2.839
S4	2.261	2.379	2.785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.940	2.741	0.199	7.1%	0.139	4.9%	40%	False	False	43,720
10	3.100	2.741	0.359	12.7%	0.138	4.9%	22%	False	False	45,591
20	3.100	2.633	0.467	16.6%	0.140	5.0%	40%	False	False	48,473
40	3.100	2.357	0.743	26.3%	0.129	4.6%	62%	False	False	45,051
60	3.100	2.300	0.800	28.4%	0.120	4.3%	65%	False	False	40,820
80	3.100	2.300	0.800	28.4%	0.107	3.8%	65%	False	False	36,059
100	3.198	2.300	0.898	31.8%	0.103	3.6%	58%	False	False	32,980
120	3.210	2.300	0.910	32.3%	0.108	3.8%	57%	False	False	32,002

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	0.037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.469
2.618	3.261
1.618	3.134
1.000	3.056
0.618	3.007
HIGH	2.929
0.618	2.880
0.500	2.866
0.382	2.851
LOW	2.802
0.618	2.724
1.000	2.675
1.618	2.597
2.618	2.470
4.250	2.262

Fisher Pivots for day following 16-Jul-2012
Pivot	1 day	3 day
R1	2.866	2.838
PP	2.850	2.832
S1	2.835	2.826

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

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