NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 29-Aug-2012

Day Change Summary
	Previous	Current
	28-Aug-2012	29-Aug-2012	Change	Change %	Previous Week
Open	2.874	2.819	-0.055	-1.9%	2.953
High	2.874	2.882	0.008	0.3%	3.092
Low	2.806	2.790	-0.016	-0.6%	2.905
Close	2.811	2.867	0.056	2.0%	2.929
Range	0.068	0.092	0.024	35.3%	0.187
ATR	0.116	0.114	-0.002	-1.5%	0.000
Volume	40,074	41,191	1,117	2.8%	252,469

Daily Pivots for day following 29-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.122	3.087	2.918
R3	3.030	2.995	2.892
R2	2.938	2.938	2.884
R1	2.903	2.903	2.875	2.921
PP	2.846	2.846	2.846	2.855
S1	2.811	2.811	2.859	2.829
S2	2.754	2.754	2.850
S3	2.662	2.719	2.842
S4	2.570	2.627	2.816

Weekly Pivots for week ending 24-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.536	3.420	3.032
R3	3.349	3.233	2.980
R2	3.162	3.162	2.963
R1	3.046	3.046	2.946	3.011
PP	2.975	2.975	2.975	2.958
S1	2.859	2.859	2.912	2.824
S2	2.788	2.788	2.895
S3	2.601	2.672	2.878
S4	2.414	2.485	2.826

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.092	2.790	0.302	10.5%	0.120	4.2%	25%	False	True	46,075
10	3.092	2.790	0.302	10.5%	0.112	3.9%	25%	False	True	48,728
20	3.300	2.790	0.510	17.8%	0.119	4.1%	15%	False	True	60,567
40	3.407	2.790	0.617	21.5%	0.118	4.1%	12%	False	True	46,129
60	3.407	2.650	0.757	26.4%	0.116	4.1%	29%	False	False	38,753
80	3.407	2.650	0.757	26.4%	0.113	3.9%	29%	False	False	33,301
100	3.407	2.566	0.841	29.3%	0.103	3.6%	36%	False	False	28,853
120	3.407	2.566	0.841	29.3%	0.097	3.4%	36%	False	False	25,063

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.273
2.618	3.123
1.618	3.031
1.000	2.974
0.618	2.939
HIGH	2.882
0.618	2.847
0.500	2.836
0.382	2.825
LOW	2.790
0.618	2.733
1.000	2.698
1.618	2.641
2.618	2.549
4.250	2.399

Fisher Pivots for day following 29-Aug-2012
Pivot	1 day	3 day
R1	2.857	2.882
PP	2.846	2.877
S1	2.836	2.872

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

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