NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	3.588	3.642	0.054	1.5%	3.549
High	3.648	3.644	-0.004	-0.1%	3.599
Low	3.564	3.567	0.003	0.1%	3.400
Close	3.648	3.591	-0.057	-1.6%	3.581
Range	0.084	0.077	-0.007	-8.3%	0.199
ATR	0.103	0.102	-0.002	-1.5%	0.000
Volume	22,790	25,387	2,597	11.4%	99,431

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.832	3.788	3.633
R3	3.755	3.711	3.612
R2	3.678	3.678	3.605
R1	3.634	3.634	3.598	3.618
PP	3.601	3.601	3.601	3.592
S1	3.557	3.557	3.584	3.541
S2	3.524	3.524	3.577
S3	3.447	3.480	3.570
S4	3.370	3.403	3.549

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.124	4.051	3.690
R3	3.925	3.852	3.636
R2	3.726	3.726	3.617
R1	3.653	3.653	3.599	3.690
PP	3.527	3.527	3.527	3.545
S1	3.454	3.454	3.563	3.491
S2	3.328	3.328	3.545
S3	3.129	3.255	3.526
S4	2.930	3.056	3.472

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.648	3.490	0.158	4.4%	0.083	2.3%	64%	False	False	27,069
10	3.648	3.400	0.248	6.9%	0.100	2.8%	77%	False	False	21,965
20	3.656	3.394	0.262	7.3%	0.107	3.0%	75%	False	False	20,647
40	3.656	3.114	0.542	15.1%	0.101	2.8%	88%	False	False	19,422
60	3.656	3.114	0.542	15.1%	0.096	2.7%	88%	False	False	18,249

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.971
2.618	3.846
1.618	3.769
1.000	3.721
0.618	3.692
HIGH	3.644
0.618	3.615
0.500	3.606
0.382	3.596
LOW	3.567
0.618	3.519
1.000	3.490
1.618	3.442
2.618	3.365
4.250	3.240

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	3.606	3.588
PP	3.601	3.584
S1	3.596	3.581

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

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