NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 10-Jul-2012

Day Change Summary
	Previous	Current
	09-Jul-2012	10-Jul-2012	Change	Change %	Previous Week
Open	3.302	3.370	0.068	2.1%	3.343
High	3.388	3.412	0.024	0.7%	3.526
Low	3.302	3.289	-0.013	-0.4%	3.282
Close	3.381	3.293	-0.088	-2.6%	3.299
Range	0.086	0.123	0.037	43.0%	0.244
ATR	0.111	0.112	0.001	0.8%	0.000
Volume	19,835	10,768	-9,067	-45.7%	52,009

Daily Pivots for day following 10-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.700	3.620	3.361
R3	3.577	3.497	3.327
R2	3.454	3.454	3.316
R1	3.374	3.374	3.304	3.353
PP	3.331	3.331	3.331	3.321
S1	3.251	3.251	3.282	3.230
S2	3.208	3.208	3.270
S3	3.085	3.128	3.259
S4	2.962	3.005	3.225

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.101	3.944	3.433
R3	3.857	3.700	3.366
R2	3.613	3.613	3.344
R1	3.456	3.456	3.321	3.413
PP	3.369	3.369	3.369	3.347
S1	3.212	3.212	3.277	3.169
S2	3.125	3.125	3.254
S3	2.881	2.968	3.232
S4	2.637	2.724	3.165

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.526	3.282	0.244	7.4%	0.125	3.8%	5%	False	False	12,211
10	3.526	3.240	0.286	8.7%	0.120	3.7%	19%	False	False	15,701
20	3.526	2.962	0.564	17.1%	0.116	3.5%	59%	False	False	15,717
40	3.526	2.962	0.564	17.1%	0.105	3.2%	59%	False	False	13,657
60	3.526	2.909	0.617	18.7%	0.094	2.9%	62%	False	False	12,307
80	3.526	2.909	0.617	18.7%	0.086	2.6%	62%	False	False	10,968

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	False
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	3.935
2.618	3.734
1.618	3.611
1.000	3.535
0.618	3.488
HIGH	3.412
0.618	3.365
0.500	3.351
0.382	3.336
LOW	3.289
0.618	3.213
1.000	3.166
1.618	3.090
2.618	2.967
4.250	2.766

Fisher Pivots for day following 10-Jul-2012
Pivot	1 day	3 day
R1	3.351	3.404
PP	3.331	3.367
S1	3.312	3.330

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

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