NYMEX Natural Gas Future November 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	2.994	2.931	-0.063	-2.1%	3.003
High	3.070	2.976	-0.094	-3.1%	3.080
Low	2.925	2.913	-0.012	-0.4%	2.913
Close	2.949	2.945	-0.004	-0.1%	2.945
Range	0.145	0.063	-0.082	-56.6%	0.167
ATR	0.120	0.116	-0.004	-3.4%	0.000
Volume	44,007	70,083	26,076	59.3%	342,345

Daily Pivots for day following 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.134	3.102	2.980
R3	3.071	3.039	2.962
R2	3.008	3.008	2.957
R1	2.976	2.976	2.951	2.992
PP	2.945	2.945	2.945	2.953
S1	2.913	2.913	2.939	2.929
S2	2.882	2.882	2.933
S3	2.819	2.850	2.928
S4	2.756	2.787	2.910

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.480	3.380	3.037
R3	3.313	3.213	2.991
R2	3.146	3.146	2.976
R1	3.046	3.046	2.960	3.013
PP	2.979	2.979	2.979	2.963
S1	2.879	2.879	2.930	2.846
S2	2.812	2.812	2.914
S3	2.645	2.712	2.899
S4	2.478	2.545	2.853

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.080	2.913	0.167	5.7%	0.092	3.1%	19%	False	True	68,469
10	3.300	2.913	0.387	13.1%	0.113	3.8%	8%	False	True	73,626
20	3.407	2.913	0.494	16.8%	0.117	4.0%	6%	False	True	56,533
40	3.407	2.913	0.494	16.8%	0.118	4.0%	6%	False	True	42,190
60	3.407	2.650	0.757	25.7%	0.114	3.9%	39%	False	False	34,619
80	3.407	2.650	0.757	25.7%	0.110	3.7%	39%	False	False	29,858
100	3.407	2.566	0.841	28.6%	0.099	3.4%	45%	False	False	25,712
120	3.407	2.566	0.841	28.6%	0.094	3.2%	45%	False	False	22,333

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.028
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	3.244
2.618	3.141
1.618	3.078
1.000	3.039
0.618	3.015
HIGH	2.976
0.618	2.952
0.500	2.945
0.382	2.937
LOW	2.913
0.618	2.874
1.000	2.850
1.618	2.811
2.618	2.748
4.250	2.645

Fisher Pivots for day following 17-Aug-2012
Pivot	1 day	3 day
R1	2.945	2.992
PP	2.945	2.976
S1	2.945	2.961

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

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