NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 27-Jul-2012

Day Change Summary
	Previous	Current
	26-Jul-2012	27-Jul-2012	Change	Change %	Previous Week
Open	3.614	3.637	0.023	0.6%	3.581
High	3.646	3.646	0.000	0.0%	3.648
Low	3.569	3.566	-0.003	-0.1%	3.513
Close	3.639	3.595	-0.044	-1.2%	3.595
Range	0.077	0.080	0.003	3.9%	0.135
ATR	0.100	0.098	-0.001	-1.4%	0.000
Volume	19,258	19,231	-27	-0.1%	115,541

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.842	3.799	3.639
R3	3.762	3.719	3.617
R2	3.682	3.682	3.610
R1	3.639	3.639	3.602	3.621
PP	3.602	3.602	3.602	3.593
S1	3.559	3.559	3.588	3.541
S2	3.522	3.522	3.580
S3	3.442	3.479	3.573
S4	3.362	3.399	3.551

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.990	3.928	3.669
R3	3.855	3.793	3.632
R2	3.720	3.720	3.620
R1	3.658	3.658	3.607	3.689
PP	3.585	3.585	3.585	3.601
S1	3.523	3.523	3.583	3.554
S2	3.450	3.450	3.570
S3	3.315	3.388	3.558
S4	3.180	3.253	3.521

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.648	3.513	0.135	3.8%	0.082	2.3%	61%	False	False	23,108
10	3.648	3.400	0.248	6.9%	0.093	2.6%	79%	False	False	21,497
20	3.656	3.400	0.256	7.1%	0.100	2.8%	76%	False	False	20,092
40	3.656	3.114	0.542	15.1%	0.099	2.8%	89%	False	False	19,708
60	3.656	3.114	0.542	15.1%	0.096	2.7%	89%	False	False	18,390

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.986
2.618	3.855
1.618	3.775
1.000	3.726
0.618	3.695
HIGH	3.646
0.618	3.615
0.500	3.606
0.382	3.597
LOW	3.566
0.618	3.517
1.000	3.486
1.618	3.437
2.618	3.357
4.250	3.226

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	3.606	3.606
PP	3.602	3.602
S1	3.599	3.599

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

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