NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 02-Aug-2012

Day Change Summary
	Previous	Current
	01-Aug-2012	02-Aug-2012	Change	Change %	Previous Week
Open	3.689	3.628	-0.061	-1.7%	3.581
High	3.706	3.628	-0.078	-2.1%	3.648
Low	3.608	3.443	-0.165	-4.6%	3.513
Close	3.653	3.451	-0.202	-5.5%	3.595
Range	0.098	0.185	0.087	88.8%	0.135
ATR	0.100	0.108	0.008	7.8%	0.000
Volume	31,361	25,137	-6,224	-19.8%	115,541

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.062	3.942	3.553
R3	3.877	3.757	3.502
R2	3.692	3.692	3.485
R1	3.572	3.572	3.468	3.540
PP	3.507	3.507	3.507	3.491
S1	3.387	3.387	3.434	3.355
S2	3.322	3.322	3.417
S3	3.137	3.202	3.400
S4	2.952	3.017	3.349

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	3.443	0.307	8.9%	0.113	3.3%	3%	False	True	24,065
10	3.750	3.443	0.307	8.9%	0.098	2.8%	3%	False	True	25,035
20	3.750	3.400	0.350	10.1%	0.109	3.1%	15%	False	False	22,007
40	3.750	3.114	0.636	18.4%	0.105	3.0%	53%	False	False	20,709
60	3.750	3.114	0.636	18.4%	0.098	2.9%	53%	False	False	19,344

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.414
2.618	4.112
1.618	3.927
1.000	3.813
0.618	3.742
HIGH	3.628
0.618	3.557
0.500	3.536
0.382	3.514
LOW	3.443
0.618	3.329
1.000	3.258
1.618	3.144
2.618	2.959
4.250	2.657

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	3.536	3.597
PP	3.507	3.548
S1	3.479	3.500

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

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