NYMEX Natural Gas Future May 2013

Trading Metrics calculated at close of trading on 26-Dec-2012

Day Change Summary
	Previous	Current
	24-Dec-2012	26-Dec-2012	Change	Change %	Previous Week
Open	3.571	3.440	-0.131	-3.7%	3.456
High	3.571	3.530	-0.041	-1.1%	3.612
Low	3.484	3.440	-0.044	-1.3%	3.417
Close	3.489	3.517	0.028	0.8%	3.573
Range	0.087	0.090	0.003	3.4%	0.195
ATR	0.100	0.099	-0.001	-0.7%	0.000
Volume	8,390	6,844	-1,546	-18.4%	56,724

Daily Pivots for day following 26-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.766	3.731	3.567
R3	3.676	3.641	3.542
R2	3.586	3.586	3.534
R1	3.551	3.551	3.525	3.569
PP	3.496	3.496	3.496	3.504
S1	3.461	3.461	3.509	3.479
S2	3.406	3.406	3.501
S3	3.316	3.371	3.492
S4	3.226	3.281	3.468

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.119	4.041	3.680
R3	3.924	3.846	3.627
R2	3.729	3.729	3.609
R1	3.651	3.651	3.591	3.690
PP	3.534	3.534	3.534	3.554
S1	3.456	3.456	3.555	3.495
S2	3.339	3.339	3.537
S3	3.144	3.261	3.519
S4	2.949	3.066	3.466

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.612	3.430	0.182	5.2%	0.095	2.7%	48%	False	False	9,293
10	3.612	3.405	0.207	5.9%	0.092	2.6%	54%	False	False	12,071
20	3.865	3.405	0.460	13.1%	0.100	2.8%	24%	False	False	10,496
40	4.015	3.405	0.610	17.3%	0.093	2.6%	18%	False	False	8,368
60	4.015	3.405	0.610	17.3%	0.090	2.5%	18%	False	False	7,610
80	4.015	3.275	0.740	21.0%	0.085	2.4%	33%	False	False	6,638
100	4.015	3.250	0.765	21.8%	0.082	2.3%	35%	False	False	5,621
120	4.015	3.250	0.765	21.8%	0.080	2.3%	35%	False	False	4,870

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.913
2.618	3.766
1.618	3.676
1.000	3.620
0.618	3.586
HIGH	3.530
0.618	3.496
0.500	3.485
0.382	3.474
LOW	3.440
0.618	3.384
1.000	3.350
1.618	3.294
2.618	3.204
4.250	3.058

Fisher Pivots for day following 26-Dec-2012
Pivot	1 day	3 day
R1	3.506	3.526
PP	3.496	3.523
S1	3.485	3.520

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

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