NYMEX Natural Gas Future February 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	3.579	3.636	0.057	1.6%	3.585
High	3.656	3.636	-0.020	-0.5%	3.665
Low	3.579	3.587	0.008	0.2%	3.522
Close	3.648	3.610	-0.038	-1.0%	3.610
Range	0.077	0.049	-0.028	-36.4%	0.143
ATR	0.088	0.087	-0.002	-2.2%	0.000
Volume	3,050	3,361	311	10.2%	20,231

Daily Pivots for day following 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.758	3.733	3.637
R3	3.709	3.684	3.623
R2	3.660	3.660	3.619
R1	3.635	3.635	3.614	3.623
PP	3.611	3.611	3.611	3.605
S1	3.586	3.586	3.606	3.574
S2	3.562	3.562	3.601
S3	3.513	3.537	3.597
S4	3.464	3.488	3.583

Weekly Pivots for week ending 27-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.028	3.962	3.689
R3	3.885	3.819	3.649
R2	3.742	3.742	3.636
R1	3.676	3.676	3.623	3.709
PP	3.599	3.599	3.599	3.616
S1	3.533	3.533	3.597	3.566
S2	3.456	3.456	3.584
S3	3.313	3.390	3.571
S4	3.170	3.247	3.531

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.665	3.522	0.143	4.0%	0.074	2.1%	62%	False	False	4,046
10	3.665	3.464	0.201	5.6%	0.075	2.1%	73%	False	False	3,947
20	3.670	3.431	0.239	6.6%	0.084	2.3%	75%	False	False	3,864
40	3.670	3.150	0.520	14.4%	0.084	2.3%	88%	False	False	3,372

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.844
2.618	3.764
1.618	3.715
1.000	3.685
0.618	3.666
HIGH	3.636
0.618	3.617
0.500	3.612
0.382	3.606
LOW	3.587
0.618	3.557
1.000	3.538
1.618	3.508
2.618	3.459
4.250	3.379

Fisher Pivots for day following 27-Jul-2012
Pivot	1 day	3 day
R1	3.612	3.622
PP	3.611	3.618
S1	3.611	3.614

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

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