NYMEX Natural Gas Future October 2012

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

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	2.911	2.800	-0.111	-3.8%	2.828
High	2.929	2.852	-0.077	-2.6%	2.940
Low	2.802	2.744	-0.058	-2.1%	2.741
Close	2.820	2.819	-0.001	0.0%	2.894
Range	0.127	0.108	-0.019	-15.0%	0.199
ATR	0.135	0.133	-0.002	-1.4%	0.000
Volume	26,867	35,084	8,217	30.6%	261,942

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.129	3.082	2.878
R3	3.021	2.974	2.849
R2	2.913	2.913	2.839
R1	2.866	2.866	2.829	2.890
PP	2.805	2.805	2.805	2.817
S1	2.758	2.758	2.809	2.782
S2	2.697	2.697	2.799
S3	2.589	2.650	2.789
S4	2.481	2.542	2.760

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	2.931	2.741	0.190	6.7%	0.125	4.4%	41%	False	False	43,229
10	3.100	2.741	0.359	12.7%	0.139	4.9%	22%	False	False	42,430
20	3.100	2.649	0.451	16.0%	0.138	4.9%	38%	False	False	48,032
40	3.100	2.357	0.743	26.4%	0.128	4.6%	62%	False	False	45,046
60	3.100	2.314	0.786	27.9%	0.121	4.3%	64%	False	False	41,043
80	3.100	2.300	0.800	28.4%	0.107	3.8%	65%	False	False	36,319
100	3.155	2.300	0.855	30.3%	0.103	3.6%	61%	False	False	33,165
120	3.210	2.300	0.910	32.3%	0.108	3.8%	57%	False	False	32,011

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	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.311
2.618	3.135
1.618	3.027
1.000	2.960
0.618	2.919
HIGH	2.852
0.618	2.811
0.500	2.798
0.382	2.785
LOW	2.744
0.618	2.677
1.000	2.636
1.618	2.569
2.618	2.461
4.250	2.285

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	2.812	2.837
PP	2.805	2.831
S1	2.798	2.825

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

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