NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 11-Jul-2012

Day Change Summary
	Previous	Current
	10-Jul-2012	11-Jul-2012	Change	Change %	Previous Week
Open	3.370	3.318	-0.052	-1.5%	3.343
High	3.412	3.376	-0.036	-1.1%	3.526
Low	3.289	3.277	-0.012	-0.4%	3.282
Close	3.293	3.372	0.079	2.4%	3.299
Range	0.123	0.099	-0.024	-19.5%	0.244
ATR	0.112	0.111	-0.001	-0.8%	0.000
Volume	10,768	18,055	7,287	67.7%	52,009

Daily Pivots for day following 11-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.639	3.604	3.426
R3	3.540	3.505	3.399
R2	3.441	3.441	3.390
R1	3.406	3.406	3.381	3.424
PP	3.342	3.342	3.342	3.350
S1	3.307	3.307	3.363	3.325
S2	3.243	3.243	3.354
S3	3.144	3.208	3.345
S4	3.045	3.109	3.318

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	3.277	0.249	7.4%	0.127	3.8%	38%	False	True	13,422
10	3.526	3.240	0.286	8.5%	0.121	3.6%	46%	False	False	15,940
20	3.526	2.962	0.564	16.7%	0.117	3.5%	73%	False	False	15,729
40	3.526	2.962	0.564	16.7%	0.104	3.1%	73%	False	False	13,829
60	3.526	2.909	0.617	18.3%	0.095	2.8%	75%	False	False	12,462
80	3.526	2.909	0.617	18.3%	0.087	2.6%	75%	False	False	11,036

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	0.034
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.797
2.618	3.635
1.618	3.536
1.000	3.475
0.618	3.437
HIGH	3.376
0.618	3.338
0.500	3.327
0.382	3.315
LOW	3.277
0.618	3.216
1.000	3.178
1.618	3.117
2.618	3.018
4.250	2.856

Fisher Pivots for day following 11-Jul-2012
Pivot	1 day	3 day
R1	3.357	3.363
PP	3.342	3.354
S1	3.327	3.345

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

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