NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 09-Jul-2012

Day Change Summary
	Previous	Current
	06-Jul-2012	09-Jul-2012	Change	Change %	Previous Week
Open	3.635	3.464	-0.171	-4.7%	3.491
High	3.656	3.530	-0.126	-3.4%	3.656
Low	3.426	3.453	0.027	0.8%	3.426
Close	3.440	3.523	0.083	2.4%	3.440
Range	0.230	0.077	-0.153	-66.5%	0.230
ATR	0.107	0.106	-0.001	-1.1%	0.000
Volume	15,809	29,954	14,145	89.5%	58,605

Daily Pivots for day following 09-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.733	3.705	3.565
R3	3.656	3.628	3.544
R2	3.579	3.579	3.537
R1	3.551	3.551	3.530	3.565
PP	3.502	3.502	3.502	3.509
S1	3.474	3.474	3.516	3.488
S2	3.425	3.425	3.509
S3	3.348	3.397	3.502
S4	3.271	3.320	3.481

Weekly Pivots for week ending 06-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.197	4.049	3.567
R3	3.967	3.819	3.503
R2	3.737	3.737	3.482
R1	3.589	3.589	3.461	3.548
PP	3.507	3.507	3.507	3.487
S1	3.359	3.359	3.419	3.318
S2	3.277	3.277	3.398
S3	3.047	3.129	3.377
S4	2.817	2.899	3.314

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.656	3.426	0.230	6.5%	0.109	3.1%	42%	False	False	17,711
10	3.656	3.394	0.262	7.4%	0.110	3.1%	49%	False	False	18,882
20	3.656	3.114	0.542	15.4%	0.106	3.0%	75%	False	False	19,972
40	3.656	3.114	0.542	15.4%	0.098	2.8%	75%	False	False	18,359

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.034
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.857
2.618	3.732
1.618	3.655
1.000	3.607
0.618	3.578
HIGH	3.530
0.618	3.501
0.500	3.492
0.382	3.482
LOW	3.453
0.618	3.405
1.000	3.376
1.618	3.328
2.618	3.251
4.250	3.126

Fisher Pivots for day following 09-Jul-2012
Pivot	1 day	3 day
R1	3.513	3.541
PP	3.502	3.535
S1	3.492	3.529

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

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