NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	3.140	3.154	0.014	0.4%	3.113
High	3.185	3.234	0.049	1.5%	3.234
Low	3.117	3.135	0.018	0.6%	2.968
Close	3.146	3.219	0.073	2.3%	3.219
Range	0.068	0.099	0.031	45.6%	0.266
ATR	0.117	0.116	-0.001	-1.1%	0.000
Volume	34,668	41,536	6,868	19.8%	135,807

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.493	3.455	3.273
R3	3.394	3.356	3.246
R2	3.295	3.295	3.237
R1	3.257	3.257	3.228	3.276
PP	3.196	3.196	3.196	3.206
S1	3.158	3.158	3.210	3.177
S2	3.097	3.097	3.201
S3	2.998	3.059	3.192
S4	2.899	2.960	3.165

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.938	3.845	3.365
R3	3.672	3.579	3.292
R2	3.406	3.406	3.268
R1	3.313	3.313	3.243	3.360
PP	3.140	3.140	3.140	3.164
S1	3.047	3.047	3.195	3.094
S2	2.874	2.874	3.170
S3	2.608	2.781	3.146
S4	2.342	2.515	3.073

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.234	2.968	0.266	8.3%	0.112	3.5%	94%	True	False	27,161
10	3.234	2.968	0.266	8.3%	0.112	3.5%	94%	True	False	29,661
20	3.321	2.920	0.401	12.5%	0.120	3.7%	75%	False	False	27,847
40	3.321	2.650	0.671	20.8%	0.112	3.5%	85%	False	False	23,662
60	3.321	2.650	0.671	20.8%	0.107	3.3%	85%	False	False	20,966
80	3.321	2.566	0.755	23.5%	0.095	2.9%	86%	False	False	18,007
100	3.321	2.566	0.755	23.5%	0.089	2.8%	86%	False	False	15,493

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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.655
2.618	3.493
1.618	3.394
1.000	3.333
0.618	3.295
HIGH	3.234
0.618	3.196
0.500	3.185
0.382	3.173
LOW	3.135
0.618	3.074
1.000	3.036
1.618	2.975
2.618	2.876
4.250	2.714

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	3.208	3.189
PP	3.196	3.158
S1	3.185	3.128

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

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