NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 17-Jul-2012

Day Change Summary
	Previous	Current
	16-Jul-2012	17-Jul-2012	Change	Change %	Previous Week
Open	3.549	3.450	-0.099	-2.8%	3.464
High	3.575	3.495	-0.080	-2.2%	3.570
Low	3.458	3.400	-0.058	-1.7%	3.400
Close	3.471	3.465	-0.006	-0.2%	3.546
Range	0.117	0.095	-0.022	-18.8%	0.170
ATR	0.107	0.107	-0.001	-0.8%	0.000
Volume	14,756	12,379	-2,377	-16.1%	108,266

Daily Pivots for day following 17-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.738	3.697	3.517
R3	3.643	3.602	3.491
R2	3.548	3.548	3.482
R1	3.507	3.507	3.474	3.528
PP	3.453	3.453	3.453	3.464
S1	3.412	3.412	3.456	3.433
S2	3.358	3.358	3.448
S3	3.263	3.317	3.439
S4	3.168	3.222	3.413

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	3.575	3.400	0.175	5.1%	0.108	3.1%	37%	False	True	18,276
10	3.656	3.400	0.256	7.4%	0.113	3.3%	25%	False	True	17,094
20	3.656	3.328	0.328	9.5%	0.108	3.1%	42%	False	False	19,362
40	3.656	3.114	0.542	15.6%	0.100	2.9%	65%	False	False	18,962
60	3.656	3.062	0.594	17.1%	0.095	2.7%	68%	False	False	17,165

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.899
2.618	3.744
1.618	3.649
1.000	3.590
0.618	3.554
HIGH	3.495
0.618	3.459
0.500	3.448
0.382	3.436
LOW	3.400
0.618	3.341
1.000	3.305
1.618	3.246
2.618	3.151
4.250	2.996

Fisher Pivots for day following 17-Jul-2012
Pivot	1 day	3 day
R1	3.459	3.488
PP	3.453	3.480
S1	3.448	3.473

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

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