NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	2.810	2.959	0.149	5.3%	2.828
High	3.004	3.026	0.022	0.7%	2.940
Low	2.799	2.929	0.130	4.6%	2.741
Close	2.970	2.995	0.025	0.8%	2.894
Range	0.205	0.097	-0.108	-52.7%	0.199
ATR	0.138	0.135	-0.003	-2.1%	0.000
Volume	35,624	64,192	28,568	80.2%	261,942

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.274	3.232	3.048
R3	3.177	3.135	3.022
R2	3.080	3.080	3.013
R1	3.038	3.038	3.004	3.059
PP	2.983	2.983	2.983	2.994
S1	2.941	2.941	2.986	2.962
S2	2.886	2.886	2.977
S3	2.789	2.844	2.968
S4	2.692	2.747	2.942

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	3.026	2.744	0.282	9.4%	0.122	4.1%	89%	True	False	45,374
10	3.100	2.741	0.359	12.0%	0.150	5.0%	71%	False	False	45,576
20	3.100	2.655	0.445	14.9%	0.137	4.6%	76%	False	False	48,295
40	3.100	2.357	0.743	24.8%	0.129	4.3%	86%	False	False	44,890
60	3.100	2.357	0.743	24.8%	0.124	4.2%	86%	False	False	41,601
80	3.100	2.300	0.800	26.7%	0.109	3.6%	87%	False	False	37,147
100	3.100	2.300	0.800	26.7%	0.103	3.4%	87%	False	False	33,764
120	3.210	2.300	0.910	30.4%	0.107	3.6%	76%	False	False	32,404

Crabel Price Patterns
NR	True
NR4	True
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	0.035
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.438
2.618	3.280
1.618	3.183
1.000	3.123
0.618	3.086
HIGH	3.026
0.618	2.989
0.500	2.978
0.382	2.966
LOW	2.929
0.618	2.869
1.000	2.832
1.618	2.772
2.618	2.675
4.250	2.517

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	2.989	2.958
PP	2.983	2.922
S1	2.978	2.885

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

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