NYMEX Natural Gas Future November 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	3.284	3.208	-0.076	-2.3%	3.113
High	3.305	3.274	-0.031	-0.9%	3.234
Low	3.193	3.179	-0.014	-0.4%	2.968
Close	3.217	3.262	0.045	1.4%	3.219
Range	0.112	0.095	-0.017	-15.2%	0.266
ATR	0.114	0.113	-0.001	-1.2%	0.000
Volume	26,048	34,493	8,445	32.4%	135,807

Daily Pivots for day following 26-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.523	3.488	3.314
R3	3.428	3.393	3.288
R2	3.333	3.333	3.279
R1	3.298	3.298	3.271	3.316
PP	3.238	3.238	3.238	3.247
S1	3.203	3.203	3.253	3.221
S2	3.143	3.143	3.245
S3	3.048	3.108	3.236
S4	2.953	3.013	3.210

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	3.305	3.135	0.170	5.2%	0.102	3.1%	75%	False	False	36,800
10	3.305	2.968	0.337	10.3%	0.104	3.2%	87%	False	False	31,451
20	3.321	2.968	0.353	10.8%	0.117	3.6%	83%	False	False	30,394
40	3.321	2.650	0.671	20.6%	0.112	3.4%	91%	False	False	25,622
60	3.321	2.650	0.671	20.6%	0.108	3.3%	91%	False	False	22,457
80	3.321	2.566	0.755	23.1%	0.096	2.9%	92%	False	False	19,423
100	3.321	2.566	0.755	23.1%	0.090	2.8%	92%	False	False	16,750

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.678
2.618	3.523
1.618	3.428
1.000	3.369
0.618	3.333
HIGH	3.274
0.618	3.238
0.500	3.227
0.382	3.215
LOW	3.179
0.618	3.120
1.000	3.084
1.618	3.025
2.618	2.930
4.250	2.775

Fisher Pivots for day following 26-Jul-2012
Pivot	1 day	3 day
R1	3.250	3.255
PP	3.238	3.249
S1	3.227	3.242

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

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