NYMEX Natural Gas Future November 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	3.233	3.365	0.132	4.1%	3.225
High	3.380	3.407	0.027	0.8%	3.305
Low	3.229	3.305	0.076	2.4%	3.144
Close	3.370	3.348	-0.022	-0.7%	3.208
Range	0.151	0.102	-0.049	-32.5%	0.161
ATR	0.116	0.115	-0.001	-0.8%	0.000
Volume	23,545	41,853	18,308	77.8%	172,596

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.659	3.606	3.404
R3	3.557	3.504	3.376
R2	3.455	3.455	3.367
R1	3.402	3.402	3.357	3.378
PP	3.353	3.353	3.353	3.341
S1	3.300	3.300	3.339	3.276
S2	3.251	3.251	3.329
S3	3.149	3.198	3.320
S4	3.047	3.096	3.292

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.702	3.616	3.297
R3	3.541	3.455	3.252
R2	3.380	3.380	3.238
R1	3.294	3.294	3.223	3.257
PP	3.219	3.219	3.219	3.200
S1	3.133	3.133	3.193	3.096
S2	3.058	3.058	3.178
S3	2.897	2.972	3.164
S4	2.736	2.811	3.119

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.407	3.171	0.236	7.0%	0.111	3.3%	75%	True	False	31,213
10	3.407	3.021	0.386	11.5%	0.111	3.3%	85%	True	False	33,332
20	3.407	2.968	0.439	13.1%	0.116	3.5%	87%	True	False	29,947
40	3.407	2.650	0.757	22.6%	0.114	3.4%	92%	True	False	26,745
60	3.407	2.650	0.757	22.6%	0.109	3.3%	92%	True	False	23,430
80	3.407	2.566	0.841	25.1%	0.099	2.9%	93%	True	False	20,372
100	3.407	2.566	0.841	25.1%	0.092	2.8%	93%	True	False	17,519

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	False
Stretch	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.841
2.618	3.674
1.618	3.572
1.000	3.509
0.618	3.470
HIGH	3.407
0.618	3.368
0.500	3.356
0.382	3.344
LOW	3.305
0.618	3.242
1.000	3.203
1.618	3.140
2.618	3.038
4.250	2.872

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	3.356	3.328
PP	3.353	3.309
S1	3.351	3.289

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

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