NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 13-Jul-2012

Day Change Summary
	Previous	Current
	12-Jul-2012	13-Jul-2012	Change	Change %	Previous Week
Open	3.502	3.509	0.007	0.2%	3.464
High	3.559	3.570	0.011	0.3%	3.570
Low	3.400	3.506	0.106	3.1%	3.400
Close	3.538	3.546	0.008	0.2%	3.546
Range	0.159	0.064	-0.095	-59.7%	0.170
ATR	0.110	0.107	-0.003	-3.0%	0.000
Volume	17,589	25,578	7,989	45.4%	108,266

Daily Pivots for day following 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.733	3.703	3.581
R3	3.669	3.639	3.564
R2	3.605	3.605	3.558
R1	3.575	3.575	3.552	3.590
PP	3.541	3.541	3.541	3.548
S1	3.511	3.511	3.540	3.526
S2	3.477	3.477	3.534
S3	3.413	3.447	3.528
S4	3.349	3.383	3.511

Weekly Pivots for week ending 13-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.015	3.951	3.640
R3	3.845	3.781	3.593
R2	3.675	3.675	3.577
R1	3.611	3.611	3.562	3.643
PP	3.505	3.505	3.505	3.522
S1	3.441	3.441	3.530	3.473
S2	3.335	3.335	3.515
S3	3.165	3.271	3.499
S4	2.995	3.101	3.453

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.570	3.400	0.170	4.8%	0.104	2.9%	86%	True	False	21,653
10	3.656	3.400	0.256	7.2%	0.107	3.0%	57%	False	False	18,688
20	3.656	3.291	0.365	10.3%	0.108	3.0%	70%	False	False	20,731
40	3.656	3.114	0.542	15.3%	0.100	2.8%	80%	False	False	19,167
60	3.656	3.062	0.594	16.8%	0.093	2.6%	81%	False	False	17,038

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.025
Narrowest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	3.842
2.618	3.738
1.618	3.674
1.000	3.634
0.618	3.610
HIGH	3.570
0.618	3.546
0.500	3.538
0.382	3.530
LOW	3.506
0.618	3.466
1.000	3.442
1.618	3.402
2.618	3.338
4.250	3.234

Fisher Pivots for day following 13-Jul-2012
Pivot	1 day	3 day
R1	3.543	3.526
PP	3.541	3.505
S1	3.538	3.485

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

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