NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	3.400	3.300	-0.100	-2.9%	3.302
High	3.420	3.344	-0.076	-2.2%	3.423
Low	3.310	3.250	-0.060	-1.8%	3.255
Close	3.322	3.316	-0.006	-0.2%	3.399
Range	0.110	0.094	-0.016	-14.5%	0.168
ATR	0.111	0.109	-0.001	-1.1%	0.000
Volume	10,927	10,358	-569	-5.2%	81,183

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.585	3.545	3.368
R3	3.491	3.451	3.342
R2	3.397	3.397	3.333
R1	3.357	3.357	3.325	3.377
PP	3.303	3.303	3.303	3.314
S1	3.263	3.263	3.307	3.283
S2	3.209	3.209	3.299
S3	3.115	3.169	3.290
S4	3.021	3.075	3.264

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.863	3.799	3.491
R3	3.695	3.631	3.445
R2	3.527	3.527	3.430
R1	3.463	3.463	3.414	3.495
PP	3.359	3.359	3.359	3.375
S1	3.295	3.295	3.384	3.327
S2	3.191	3.191	3.368
S3	3.023	3.127	3.353
S4	2.855	2.959	3.307

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.423	3.250	0.173	5.2%	0.105	3.2%	38%	False	True	14,373
10	3.526	3.250	0.276	8.3%	0.115	3.5%	24%	False	True	13,292
20	3.526	3.181	0.345	10.4%	0.113	3.4%	39%	False	False	15,307
40	3.526	2.962	0.564	17.0%	0.105	3.2%	63%	False	False	14,152
60	3.526	2.909	0.617	18.6%	0.100	3.0%	66%	False	False	12,749
80	3.526	2.909	0.617	18.6%	0.088	2.7%	66%	False	False	11,478

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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.744
2.618	3.590
1.618	3.496
1.000	3.438
0.618	3.402
HIGH	3.344
0.618	3.308
0.500	3.297
0.382	3.286
LOW	3.250
0.618	3.192
1.000	3.156
1.618	3.098
2.618	3.004
4.250	2.851

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	3.310	3.337
PP	3.303	3.330
S1	3.297	3.323

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

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