NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 31-Jul-2012

Day Change Summary
	Previous	Current
	30-Jul-2012	31-Jul-2012	Change	Change %	Previous Week
Open	3.618	3.736	0.118	3.3%	3.581
High	3.720	3.750	0.030	0.8%	3.648
Low	3.618	3.648	0.030	0.8%	3.513
Close	3.714	3.690	-0.024	-0.6%	3.595
Range	0.102	0.102	0.000	0.0%	0.135
ATR	0.100	0.100	0.000	0.1%	0.000
Volume	17,691	26,908	9,217	52.1%	115,541

Daily Pivots for day following 31-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.002	3.948	3.746
R3	3.900	3.846	3.718
R2	3.798	3.798	3.709
R1	3.744	3.744	3.699	3.720
PP	3.696	3.696	3.696	3.684
S1	3.642	3.642	3.681	3.618
S2	3.594	3.594	3.671
S3	3.492	3.540	3.662
S4	3.390	3.438	3.634

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	3.750	3.566	0.184	5.0%	0.088	2.4%	67%	True	False	21,695
10	3.750	3.450	0.300	8.1%	0.093	2.5%	80%	True	False	23,243
20	3.750	3.400	0.350	9.5%	0.103	2.8%	83%	True	False	20,168
40	3.750	3.114	0.636	17.2%	0.101	2.7%	91%	True	False	19,825
60	3.750	3.114	0.636	17.2%	0.097	2.6%	91%	True	False	18,694

Crabel Price Patterns
NR	False
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	0.013

Fibonacci Retracements and Extensions
4.250	4.184
2.618	4.017
1.618	3.915
1.000	3.852
0.618	3.813
HIGH	3.750
0.618	3.711
0.500	3.699
0.382	3.687
LOW	3.648
0.618	3.585
1.000	3.546
1.618	3.483
2.618	3.381
4.250	3.215

Fisher Pivots for day following 31-Jul-2012
Pivot	1 day	3 day
R1	3.699	3.679
PP	3.696	3.669
S1	3.693	3.658

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

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