NYMEX Natural Gas Future February 2013

Trading Metrics calculated at close of trading on 03-Aug-2012

Day Change Summary
	Previous	Current
	02-Aug-2012	03-Aug-2012	Change	Change %	Previous Week
Open	3.629	3.436	-0.193	-5.3%	3.626
High	3.630	3.477	-0.153	-4.2%	3.763
Low	3.459	3.391	-0.068	-2.0%	3.391
Close	3.466	3.423	-0.043	-1.2%	3.423
Range	0.171	0.086	-0.085	-49.7%	0.372
ATR	0.098	0.097	-0.001	-0.9%	0.000
Volume	5,427	5,790	363	6.7%	28,889

Daily Pivots for day following 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.688	3.642	3.470
R3	3.602	3.556	3.447
R2	3.516	3.516	3.439
R1	3.470	3.470	3.431	3.450
PP	3.430	3.430	3.430	3.421
S1	3.384	3.384	3.415	3.364
S2	3.344	3.344	3.407
S3	3.258	3.298	3.399
S4	3.172	3.212	3.376

Weekly Pivots for week ending 03-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.642	4.404	3.628
R3	4.270	4.032	3.525
R2	3.898	3.898	3.491
R1	3.660	3.660	3.457	3.593
PP	3.526	3.526	3.526	3.492
S1	3.288	3.288	3.389	3.221
S2	3.154	3.154	3.355
S3	2.782	2.916	3.321
S4	2.410	2.544	3.218

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.763	3.391	0.372	10.9%	0.111	3.2%	9%	False	True	5,777
10	3.763	3.391	0.372	10.9%	0.093	2.7%	9%	False	True	4,912
20	3.763	3.391	0.372	10.9%	0.086	2.5%	9%	False	True	4,497
40	3.763	3.150	0.613	17.9%	0.091	2.7%	45%	False	False	3,816

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	3.843
2.618	3.702
1.618	3.616
1.000	3.563
0.618	3.530
HIGH	3.477
0.618	3.444
0.500	3.434
0.382	3.424
LOW	3.391
0.618	3.338
1.000	3.305
1.618	3.252
2.618	3.166
4.250	3.026

Fisher Pivots for day following 03-Aug-2012
Pivot	1 day	3 day
R1	3.434	3.553
PP	3.430	3.510
S1	3.427	3.466

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

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