NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	3.440	3.513	0.073	2.1%	3.450
High	3.520	3.519	-0.001	0.0%	3.535
Low	3.440	3.437	-0.003	-0.1%	3.385
Close	3.516	3.468	-0.048	-1.4%	3.468
Range	0.080	0.082	0.002	2.5%	0.150
ATR	0.103	0.101	-0.001	-1.4%	0.000
Volume	19,994	17,088	-2,906	-14.5%	95,573

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.721	3.676	3.513
R3	3.639	3.594	3.491
R2	3.557	3.557	3.483
R1	3.512	3.512	3.476	3.494
PP	3.475	3.475	3.475	3.465
S1	3.430	3.430	3.460	3.412
S2	3.393	3.393	3.453
S3	3.311	3.348	3.445
S4	3.229	3.266	3.423

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.913	3.840	3.551
R3	3.763	3.690	3.509
R2	3.613	3.613	3.496
R1	3.540	3.540	3.482	3.577
PP	3.463	3.463	3.463	3.481
S1	3.390	3.390	3.454	3.427
S2	3.313	3.313	3.441
S3	3.163	3.240	3.427
S4	3.013	3.090	3.386

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.535	3.385	0.150	4.3%	0.089	2.6%	55%	False	False	19,114
10	3.535	3.250	0.285	8.2%	0.094	2.7%	76%	False	False	17,483
20	3.535	3.250	0.285	8.2%	0.103	3.0%	76%	False	False	16,679
40	3.535	2.962	0.573	16.5%	0.103	3.0%	88%	False	False	15,628
60	3.535	2.962	0.573	16.5%	0.101	2.9%	88%	False	False	14,010
80	3.535	2.909	0.626	18.1%	0.091	2.6%	89%	False	False	12,859

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.868
2.618	3.734
1.618	3.652
1.000	3.601
0.618	3.570
HIGH	3.519
0.618	3.488
0.500	3.478
0.382	3.468
LOW	3.437
0.618	3.386
1.000	3.355
1.618	3.304
2.618	3.222
4.250	3.089

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	3.478	3.486
PP	3.475	3.480
S1	3.471	3.474

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

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