NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 24-Jul-2012

Day Change Summary
	Previous	Current
	23-Jul-2012	24-Jul-2012	Change	Change %	Previous Week
Open	3.585	3.582	-0.003	-0.1%	3.579
High	3.610	3.655	0.045	1.2%	3.600
Low	3.522	3.582	0.060	1.7%	3.464
Close	3.593	3.655	0.062	1.7%	3.587
Range	0.088	0.073	-0.015	-17.0%	0.136
ATR	0.091	0.090	-0.001	-1.4%	0.000
Volume	4,532	5,429	897	19.8%	19,239

Daily Pivots for day following 24-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.850	3.825	3.695
R3	3.777	3.752	3.675
R2	3.704	3.704	3.668
R1	3.679	3.679	3.662	3.692
PP	3.631	3.631	3.631	3.637
S1	3.606	3.606	3.648	3.619
S2	3.558	3.558	3.642
S3	3.485	3.533	3.635
S4	3.412	3.460	3.615

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.958	3.909	3.662
R3	3.822	3.773	3.624
R2	3.686	3.686	3.612
R1	3.637	3.637	3.599	3.662
PP	3.550	3.550	3.550	3.563
S1	3.501	3.501	3.575	3.526
S2	3.414	3.414	3.562
S3	3.278	3.365	3.550
S4	3.142	3.229	3.512

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.655	3.477	0.178	4.9%	0.077	2.1%	100%	True	False	4,314
10	3.655	3.448	0.207	5.7%	0.080	2.2%	100%	True	False	4,245
20	3.670	3.409	0.261	7.1%	0.091	2.5%	94%	False	False	3,932
40	3.670	3.150	0.520	14.2%	0.087	2.4%	97%	False	False	3,285

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	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.965
2.618	3.846
1.618	3.773
1.000	3.728
0.618	3.700
HIGH	3.655
0.618	3.627
0.500	3.619
0.382	3.610
LOW	3.582
0.618	3.537
1.000	3.509
1.618	3.464
2.618	3.391
4.250	3.272

Fisher Pivots for day following 24-Jul-2012
Pivot	1 day	3 day
R1	3.643	3.633
PP	3.631	3.611
S1	3.619	3.589

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

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