NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 19-Jul-2012

Day Change Summary
	Previous	Current
	18-Jul-2012	19-Jul-2012	Change	Change %	Previous Week
Open	3.299	3.384	0.085	2.6%	3.302
High	3.430	3.418	-0.012	-0.3%	3.423
Low	3.296	3.360	0.064	1.9%	3.255
Close	3.404	3.378	-0.026	-0.8%	3.399
Range	0.134	0.058	-0.076	-56.7%	0.168
ATR	0.111	0.107	-0.004	-3.4%	0.000
Volume	10,150	20,716	10,566	104.1%	81,183

Daily Pivots for day following 19-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.559	3.527	3.410
R3	3.501	3.469	3.394
R2	3.443	3.443	3.389
R1	3.411	3.411	3.383	3.398
PP	3.385	3.385	3.385	3.379
S1	3.353	3.353	3.373	3.340
S2	3.327	3.327	3.367
S3	3.269	3.295	3.362
S4	3.211	3.237	3.346

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	3.430	3.250	0.180	5.3%	0.092	2.7%	71%	False	False	14,387
10	3.526	3.250	0.276	8.2%	0.117	3.5%	46%	False	False	14,386
20	3.526	3.198	0.328	9.7%	0.111	3.3%	55%	False	False	15,602
40	3.526	2.962	0.564	16.7%	0.104	3.1%	74%	False	False	14,152
60	3.526	2.962	0.564	16.7%	0.101	3.0%	74%	False	False	12,978
80	3.526	2.909	0.617	18.3%	0.089	2.6%	76%	False	False	11,779

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	3.665
2.618	3.570
1.618	3.512
1.000	3.476
0.618	3.454
HIGH	3.418
0.618	3.396
0.500	3.389
0.382	3.382
LOW	3.360
0.618	3.324
1.000	3.302
1.618	3.266
2.618	3.208
4.250	3.114

Fisher Pivots for day following 19-Jul-2012
Pivot	1 day	3 day
R1	3.389	3.365
PP	3.385	3.353
S1	3.382	3.340

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

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