NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 01-Aug-2012

Day Change Summary
	Previous	Current
	31-Jul-2012	01-Aug-2012	Change	Change %	Previous Week
Open	3.747	3.662	-0.085	-2.3%	3.585
High	3.763	3.715	-0.048	-1.3%	3.665
Low	3.666	3.619	-0.047	-1.3%	3.522
Close	3.702	3.664	-0.038	-1.0%	3.610
Range	0.097	0.096	-0.001	-1.0%	0.143
ATR	0.089	0.090	0.000	0.5%	0.000
Volume	6,729	7,178	449	6.7%	20,231

Daily Pivots for day following 01-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.954	3.905	3.717
R3	3.858	3.809	3.690
R2	3.762	3.762	3.682
R1	3.713	3.713	3.673	3.738
PP	3.666	3.666	3.666	3.678
S1	3.617	3.617	3.655	3.642
S2	3.570	3.570	3.646
S3	3.474	3.521	3.638
S4	3.378	3.425	3.611

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	3.763	3.579	0.184	5.0%	0.084	2.3%	46%	False	False	4,816
10	3.763	3.509	0.254	6.9%	0.077	2.1%	61%	False	False	4,757
20	3.763	3.441	0.322	8.8%	0.088	2.4%	69%	False	False	4,169
40	3.763	3.150	0.613	16.7%	0.088	2.4%	84%	False	False	3,620

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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.123
2.618	3.966
1.618	3.870
1.000	3.811
0.618	3.774
HIGH	3.715
0.618	3.678
0.500	3.667
0.382	3.656
LOW	3.619
0.618	3.560
1.000	3.523
1.618	3.464
2.618	3.368
4.250	3.211

Fisher Pivots for day following 01-Aug-2012
Pivot	1 day	3 day
R1	3.667	3.691
PP	3.666	3.682
S1	3.665	3.673

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

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