NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 20-Jul-2012

Day Change Summary
	Previous	Current
	19-Jul-2012	20-Jul-2012	Change	Change %	Previous Week
Open	3.384	3.381	-0.003	-0.1%	3.400
High	3.418	3.459	0.041	1.2%	3.459
Low	3.360	3.362	0.002	0.1%	3.250
Close	3.378	3.451	0.073	2.2%	3.451
Range	0.058	0.097	0.039	67.2%	0.209
ATR	0.107	0.107	-0.001	-0.7%	0.000
Volume	20,716	27,111	6,395	30.9%	79,262

Daily Pivots for day following 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.715	3.680	3.504
R3	3.618	3.583	3.478
R2	3.521	3.521	3.469
R1	3.486	3.486	3.460	3.504
PP	3.424	3.424	3.424	3.433
S1	3.389	3.389	3.442	3.407
S2	3.327	3.327	3.433
S3	3.230	3.292	3.424
S4	3.133	3.195	3.398

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.014	3.941	3.566
R3	3.805	3.732	3.508
R2	3.596	3.596	3.489
R1	3.523	3.523	3.470	3.560
PP	3.387	3.387	3.387	3.405
S1	3.314	3.314	3.432	3.351
S2	3.178	3.178	3.413
S3	2.969	3.105	3.394
S4	2.760	2.896	3.336

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.459	3.250	0.209	6.1%	0.099	2.9%	96%	True	False	15,852
10	3.459	3.250	0.209	6.1%	0.102	3.0%	96%	True	False	16,044
20	3.526	3.198	0.328	9.5%	0.111	3.2%	77%	False	False	16,001
40	3.526	2.962	0.564	16.3%	0.105	3.0%	87%	False	False	14,553
60	3.526	2.962	0.564	16.3%	0.101	2.9%	87%	False	False	13,291
80	3.526	2.909	0.617	17.9%	0.090	2.6%	88%	False	False	12,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.871
2.618	3.713
1.618	3.616
1.000	3.556
0.618	3.519
HIGH	3.459
0.618	3.422
0.500	3.411
0.382	3.399
LOW	3.362
0.618	3.302
1.000	3.265
1.618	3.205
2.618	3.108
4.250	2.950

Fisher Pivots for day following 20-Jul-2012
Pivot	1 day	3 day
R1	3.438	3.427
PP	3.424	3.402
S1	3.411	3.378

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

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