NYMEX Natural Gas Future October 2012

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

Day Change Summary
	Previous	Current
	16-Aug-2012	17-Aug-2012	Change	Change %	Previous Week
Open	2.800	2.755	-0.045	-1.6%	2.806
High	2.880	2.800	-0.080	-2.8%	2.884
Low	2.727	2.732	0.005	0.2%	2.727
Close	2.767	2.764	-0.003	-0.1%	2.764
Range	0.153	0.068	-0.085	-55.6%	0.157
ATR	0.134	0.129	-0.005	-3.5%	0.000
Volume	88,626	42,460	-46,166	-52.1%	411,618

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.969	2.935	2.801
R3	2.901	2.867	2.783
R2	2.833	2.833	2.776
R1	2.799	2.799	2.770	2.816
PP	2.765	2.765	2.765	2.774
S1	2.731	2.731	2.758	2.748
S2	2.697	2.697	2.752
S3	2.629	2.663	2.745
S4	2.561	2.595	2.727

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.263	3.170	2.850
R3	3.106	3.013	2.807
R2	2.949	2.949	2.793
R1	2.856	2.856	2.778	2.824
PP	2.792	2.792	2.792	2.776
S1	2.699	2.699	2.750	2.667
S2	2.635	2.635	2.735
S3	2.478	2.542	2.721
S4	2.321	2.385	2.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.884	2.727	0.157	5.7%	0.101	3.7%	24%	False	False	82,323
10	3.135	2.727	0.408	14.8%	0.123	4.5%	9%	False	False	82,088
20	3.281	2.727	0.554	20.0%	0.129	4.7%	7%	False	False	72,646
40	3.281	2.687	0.594	21.5%	0.133	4.8%	13%	False	False	61,298
60	3.281	2.357	0.924	33.4%	0.129	4.7%	44%	False	False	54,878
80	3.281	2.357	0.924	33.4%	0.125	4.5%	44%	False	False	50,050
100	3.281	2.300	0.981	35.5%	0.113	4.1%	47%	False	False	44,915
120	3.281	2.300	0.981	35.5%	0.107	3.9%	47%	False	False	40,720

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	3.089
2.618	2.978
1.618	2.910
1.000	2.868
0.618	2.842
HIGH	2.800
0.618	2.774
0.500	2.766
0.382	2.758
LOW	2.732
0.618	2.690
1.000	2.664
1.618	2.622
2.618	2.554
4.250	2.443

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	2.766	2.804
PP	2.765	2.790
S1	2.765	2.777

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

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