NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 26-Jul-2012

Day Change Summary
	Previous	Current
	25-Jul-2012	26-Jul-2012	Change	Change %	Previous Week
Open	3.163	3.058	-0.105	-3.3%	2.911
High	3.172	3.128	-0.044	-1.4%	3.095
Low	3.050	3.020	-0.030	-1.0%	2.744
Close	3.064	3.106	0.042	1.4%	3.083
Range	0.122	0.108	-0.014	-11.5%	0.351
ATR	0.131	0.130	-0.002	-1.3%	0.000
Volume	49,723	52,846	3,123	6.3%	242,935

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.409	3.365	3.165
R3	3.301	3.257	3.136
R2	3.193	3.193	3.126
R1	3.149	3.149	3.116	3.171
PP	3.085	3.085	3.085	3.096
S1	3.041	3.041	3.096	3.063
S2	2.977	2.977	3.086
S3	2.869	2.933	3.076
S4	2.761	2.825	3.047

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	2.986	0.202	6.5%	0.116	3.7%	59%	False	False	64,459
10	3.188	2.744	0.444	14.3%	0.119	3.8%	82%	False	False	54,917
20	3.188	2.735	0.453	14.6%	0.133	4.3%	82%	False	False	52,744
40	3.188	2.357	0.831	26.8%	0.129	4.2%	90%	False	False	48,711
60	3.188	2.357	0.831	26.8%	0.125	4.0%	90%	False	False	44,459
80	3.188	2.300	0.888	28.6%	0.111	3.6%	91%	False	False	39,821
100	3.188	2.300	0.888	28.6%	0.105	3.4%	91%	False	False	35,957
120	3.198	2.300	0.898	28.9%	0.105	3.4%	90%	False	False	34,060

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.587
2.618	3.411
1.618	3.303
1.000	3.236
0.618	3.195
HIGH	3.128
0.618	3.087
0.500	3.074
0.382	3.061
LOW	3.020
0.618	2.953
1.000	2.912
1.618	2.845
2.618	2.737
4.250	2.561

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	3.095	3.105
PP	3.085	3.105
S1	3.074	3.104

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

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