NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 22-Aug-2012

Day Change Summary
	Previous	Current
	21-Aug-2012	22-Aug-2012	Change	Change %	Previous Week
Open	3.281	3.274	-0.007	-0.2%	3.298
High	3.325	3.320	-0.005	-0.2%	3.357
Low	3.199	3.255	0.056	1.8%	3.200
Close	3.256	3.296	0.040	1.2%	3.235
Range	0.126	0.065	-0.061	-48.4%	0.157
ATR	0.107	0.104	-0.003	-2.8%	0.000
Volume	14,284	31,451	17,167	120.2%	104,470

Daily Pivots for day following 22-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.485	3.456	3.332
R3	3.420	3.391	3.314
R2	3.355	3.355	3.308
R1	3.326	3.326	3.302	3.341
PP	3.290	3.290	3.290	3.298
S1	3.261	3.261	3.290	3.276
S2	3.225	3.225	3.284
S3	3.160	3.196	3.278
S4	3.095	3.131	3.260

Weekly Pivots for week ending 17-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.735	3.642	3.321
R3	3.578	3.485	3.278
R2	3.421	3.421	3.264
R1	3.328	3.328	3.249	3.296
PP	3.264	3.264	3.264	3.248
S1	3.171	3.171	3.221	3.139
S2	3.107	3.107	3.206
S3	2.950	3.014	3.192
S4	2.793	2.857	3.149

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.357	3.192	0.165	5.0%	0.097	2.9%	63%	False	False	20,935
10	3.544	3.192	0.352	10.7%	0.100	3.0%	30%	False	False	23,149
20	3.631	3.192	0.439	13.3%	0.107	3.2%	24%	False	False	23,150
40	3.631	3.192	0.439	13.3%	0.109	3.3%	24%	False	False	19,817
60	3.631	2.962	0.669	20.3%	0.105	3.2%	50%	False	False	17,823
80	3.631	2.962	0.669	20.3%	0.102	3.1%	50%	False	False	16,077
100	3.631	2.909	0.722	21.9%	0.094	2.8%	54%	False	False	14,697

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.596
2.618	3.490
1.618	3.425
1.000	3.385
0.618	3.360
HIGH	3.320
0.618	3.295
0.500	3.288
0.382	3.280
LOW	3.255
0.618	3.215
1.000	3.190
1.618	3.150
2.618	3.085
4.250	2.979

Fisher Pivots for day following 22-Aug-2012
Pivot	1 day	3 day
R1	3.293	3.284
PP	3.290	3.271
S1	3.288	3.259

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

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