NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	3.110	3.163	0.053	1.7%	2.911
High	3.188	3.172	-0.016	-0.5%	3.095
Low	3.082	3.050	-0.032	-1.0%	2.744
Close	3.180	3.064	-0.116	-3.6%	3.083
Range	0.106	0.122	0.016	15.1%	0.351
ATR	0.132	0.131	0.000	-0.1%	0.000
Volume	59,723	49,723	-10,000	-16.7%	242,935

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.461	3.385	3.131
R3	3.339	3.263	3.098
R2	3.217	3.217	3.086
R1	3.141	3.141	3.075	3.118
PP	3.095	3.095	3.095	3.084
S1	3.019	3.019	3.053	2.996
S2	2.973	2.973	3.042
S3	2.851	2.897	3.030
S4	2.729	2.775	2.997

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.027	3.906	3.276
R3	3.676	3.555	3.180
R2	3.325	3.325	3.147
R1	3.204	3.204	3.115	3.265
PP	2.974	2.974	2.974	3.004
S1	2.853	2.853	3.051	2.914
S2	2.623	2.623	3.019
S3	2.272	2.502	2.986
S4	1.921	2.151	2.890

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.188	2.929	0.259	8.5%	0.114	3.7%	52%	False	False	66,728
10	3.188	2.744	0.444	14.5%	0.127	4.1%	72%	False	False	53,230
20	3.188	2.735	0.453	14.8%	0.138	4.5%	73%	False	False	52,091
40	3.188	2.357	0.831	27.1%	0.129	4.2%	85%	False	False	48,113
60	3.188	2.357	0.831	27.1%	0.124	4.0%	85%	False	False	44,005
80	3.188	2.300	0.888	29.0%	0.111	3.6%	86%	False	False	39,507
100	3.188	2.300	0.888	29.0%	0.104	3.4%	86%	False	False	35,615
120	3.198	2.300	0.898	29.3%	0.105	3.4%	85%	False	False	33,896

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.691
2.618	3.491
1.618	3.369
1.000	3.294
0.618	3.247
HIGH	3.172
0.618	3.125
0.500	3.111
0.382	3.097
LOW	3.050
0.618	2.975
1.000	2.928
1.618	2.853
2.618	2.731
4.250	2.532

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	3.111	3.090
PP	3.095	3.081
S1	3.080	3.073

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

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