NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 25-Jul-2012

Day Change Summary
	Previous	Current
	24-Jul-2012	25-Jul-2012	Change	Change %	Previous Week
Open	3.536	3.564	0.028	0.8%	3.552
High	3.590	3.588	-0.002	-0.1%	3.600
Low	3.530	3.540	0.010	0.3%	3.451
Close	3.590	3.557	-0.033	-0.9%	3.525
Range	0.060	0.048	-0.012	-20.0%	0.149
ATR	0.072	0.070	-0.002	-2.2%	0.000
Volume	1,224	805	-419	-34.2%	4,200

Daily Pivots for day following 25-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.706	3.679	3.583
R3	3.658	3.631	3.570
R2	3.610	3.610	3.566
R1	3.583	3.583	3.561	3.573
PP	3.562	3.562	3.562	3.556
S1	3.535	3.535	3.553	3.525
S2	3.514	3.514	3.548
S3	3.466	3.487	3.544
S4	3.418	3.439	3.531

Weekly Pivots for week ending 20-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.972	3.898	3.607
R3	3.823	3.749	3.566
R2	3.674	3.674	3.552
R1	3.600	3.600	3.539	3.563
PP	3.525	3.525	3.525	3.507
S1	3.451	3.451	3.511	3.414
S2	3.376	3.376	3.498
S3	3.227	3.302	3.484
S4	3.078	3.153	3.443

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.590	3.468	0.122	3.4%	0.049	1.4%	73%	False	False	1,065
10	3.600	3.440	0.160	4.5%	0.064	1.8%	73%	False	False	939
20	3.600	3.407	0.193	5.4%	0.070	2.0%	78%	False	False	1,108
40	3.600	3.170	0.430	12.1%	0.065	1.8%	90%	False	False	1,029
60	3.600	3.170	0.430	12.1%	0.064	1.8%	90%	False	False	1,056
80	3.600	3.072	0.528	14.8%	0.060	1.7%	92%	False	False	1,007
100	3.600	3.072	0.528	14.8%	0.058	1.6%	92%	False	False	892
120	3.750	3.072	0.678	19.1%	0.058	1.6%	72%	False	False	857

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	3.792
2.618	3.714
1.618	3.666
1.000	3.636
0.618	3.618
HIGH	3.588
0.618	3.570
0.500	3.564
0.382	3.558
LOW	3.540
0.618	3.510
1.000	3.492
1.618	3.462
2.618	3.414
4.250	3.336

Fisher Pivots for day following 25-Jul-2012
Pivot	1 day	3 day
R1	3.564	3.548
PP	3.562	3.538
S1	3.559	3.529

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

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