NYMEX Natural Gas Future July 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	3.652	3.552	-0.100	-2.7%	3.523
High	3.652	3.624	-0.028	-0.8%	3.700
Low	3.580	3.542	-0.038	-1.1%	3.505
Close	3.589	3.619	0.030	0.8%	3.669
Range	0.072	0.082	0.010	13.9%	0.195
ATR	0.092	0.091	-0.001	-0.8%	0.000
Volume	6,401	3,192	-3,209	-50.1%	27,538

Daily Pivots for day following 26-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.841	3.812	3.664
R3	3.759	3.730	3.642
R2	3.677	3.677	3.634
R1	3.648	3.648	3.627	3.663
PP	3.595	3.595	3.595	3.602
S1	3.566	3.566	3.611	3.581
S2	3.513	3.513	3.604
S3	3.431	3.484	3.596
S4	3.349	3.402	3.574

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.210	4.134	3.776
R3	4.015	3.939	3.723
R2	3.820	3.820	3.705
R1	3.744	3.744	3.687	3.782
PP	3.625	3.625	3.625	3.644
S1	3.549	3.549	3.651	3.587
S2	3.430	3.430	3.633
S3	3.235	3.354	3.615
S4	3.040	3.159	3.562

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.700	3.520	0.180	5.0%	0.087	2.4%	55%	False	False	5,400
10	3.700	3.500	0.200	5.5%	0.083	2.3%	60%	False	False	5,896
20	3.942	3.500	0.442	12.2%	0.083	2.3%	27%	False	False	5,278
40	4.077	3.500	0.577	15.9%	0.083	2.3%	21%	False	False	3,785

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	3.973
2.618	3.839
1.618	3.757
1.000	3.706
0.618	3.675
HIGH	3.624
0.618	3.593
0.500	3.583
0.382	3.573
LOW	3.542
0.618	3.491
1.000	3.460
1.618	3.409
2.618	3.327
4.250	3.194

Fisher Pivots for day following 26-Dec-2012
Pivot	1 day	3 day
R1	3.607	3.621
PP	3.595	3.620
S1	3.583	3.620

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

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