NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	3.063	3.239	0.176	5.7%	3.088
High	3.236	3.281	0.045	1.4%	3.188
Low	3.063	3.164	0.101	3.3%	2.992
Close	3.222	3.212	-0.010	-0.3%	3.039
Range	0.173	0.117	-0.056	-32.4%	0.196
ATR	0.133	0.132	-0.001	-0.9%	0.000
Volume	48,787	61,404	12,617	25.9%	289,455

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.570	3.508	3.276
R3	3.453	3.391	3.244
R2	3.336	3.336	3.233
R1	3.274	3.274	3.223	3.247
PP	3.219	3.219	3.219	3.205
S1	3.157	3.157	3.201	3.130
S2	3.102	3.102	3.191
S3	2.985	3.040	3.180
S4	2.868	2.923	3.148

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.661	3.546	3.147
R3	3.465	3.350	3.093
R2	3.269	3.269	3.075
R1	3.154	3.154	3.057	3.114
PP	3.073	3.073	3.073	3.053
S1	2.958	2.958	3.021	2.918
S2	2.877	2.877	3.003
S3	2.681	2.762	2.985
S4	2.485	2.566	2.931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.281	3.005	0.276	8.6%	0.125	3.9%	75%	True	False	52,217
10	3.281	2.799	0.482	15.0%	0.128	4.0%	86%	True	False	58,063
20	3.281	2.741	0.540	16.8%	0.133	4.2%	87%	True	False	50,246
40	3.281	2.357	0.924	28.8%	0.131	4.1%	93%	True	False	49,676
60	3.281	2.357	0.924	28.8%	0.126	3.9%	93%	True	False	45,467
80	3.281	2.300	0.981	30.5%	0.114	3.5%	93%	True	False	41,081
100	3.281	2.300	0.981	30.5%	0.107	3.3%	93%	True	False	36,857
120	3.281	2.300	0.981	30.5%	0.105	3.3%	93%	True	False	34,604

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	True
Stretch	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.778
2.618	3.587
1.618	3.470
1.000	3.398
0.618	3.353
HIGH	3.281
0.618	3.236
0.500	3.223
0.382	3.209
LOW	3.164
0.618	3.092
1.000	3.047
1.618	2.975
2.618	2.858
4.250	2.667

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	3.223	3.189
PP	3.219	3.166
S1	3.216	3.143

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

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