NYMEX Natural Gas Future February 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	3.662	3.629	-0.033	-0.9%	3.585
High	3.715	3.630	-0.085	-2.3%	3.665
Low	3.619	3.459	-0.160	-4.4%	3.522
Close	3.664	3.466	-0.198	-5.4%	3.610
Range	0.096	0.171	0.075	78.1%	0.143
ATR	0.090	0.098	0.008	9.1%	0.000
Volume	7,178	5,427	-1,751	-24.4%	20,231

Daily Pivots for day following 02-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.031	3.920	3.560
R3	3.860	3.749	3.513
R2	3.689	3.689	3.497
R1	3.578	3.578	3.482	3.548
PP	3.518	3.518	3.518	3.504
S1	3.407	3.407	3.450	3.377
S2	3.347	3.347	3.435
S3	3.176	3.236	3.419
S4	3.005	3.065	3.372

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	3.459	0.304	8.8%	0.103	3.0%	2%	False	True	5,292
10	3.763	3.459	0.304	8.8%	0.089	2.6%	2%	False	True	4,857
20	3.763	3.441	0.322	9.3%	0.093	2.7%	8%	False	False	4,350
40	3.763	3.150	0.613	17.7%	0.091	2.6%	52%	False	False	3,709

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	0.010
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	4.357
2.618	4.078
1.618	3.907
1.000	3.801
0.618	3.736
HIGH	3.630
0.618	3.565
0.500	3.545
0.382	3.524
LOW	3.459
0.618	3.353
1.000	3.288
1.618	3.182
2.618	3.011
4.250	2.732

Fisher Pivots for day following 02-Aug-2012
Pivot	1 day	3 day
R1	3.545	3.611
PP	3.518	3.563
S1	3.492	3.514

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

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