NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	3.552	3.561	0.009	0.3%	3.523
High	3.624	3.610	-0.014	-0.4%	3.700
Low	3.542	3.561	0.019	0.5%	3.505
Close	3.619	3.605	-0.014	-0.4%	3.669
Range	0.082	0.049	-0.033	-40.2%	0.195
ATR	0.091	0.089	-0.002	-2.6%	0.000
Volume	3,192	2,618	-574	-18.0%	27,538

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.739	3.721	3.632
R3	3.690	3.672	3.618
R2	3.641	3.641	3.614
R1	3.623	3.623	3.609	3.632
PP	3.592	3.592	3.592	3.597
S1	3.574	3.574	3.601	3.583
S2	3.543	3.543	3.596
S3	3.494	3.525	3.592
S4	3.445	3.476	3.578

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	3.542	0.158	4.4%	0.077	2.1%	40%	False	False	4,877
10	3.700	3.500	0.200	5.5%	0.082	2.3%	53%	False	False	5,579
20	3.852	3.500	0.352	9.8%	0.080	2.2%	30%	False	False	5,313
40	4.077	3.500	0.577	16.0%	0.081	2.3%	18%	False	False	3,791

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	3.818
2.618	3.738
1.618	3.689
1.000	3.659
0.618	3.640
HIGH	3.610
0.618	3.591
0.500	3.586
0.382	3.580
LOW	3.561
0.618	3.531
1.000	3.512
1.618	3.482
2.618	3.433
4.250	3.353

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	3.599	3.602
PP	3.592	3.600
S1	3.586	3.597

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

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