NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 31-Dec-2012

Day Change Summary
	Previous	Current
	28-Dec-2012	31-Dec-2012	Change	Change %	Previous Week
Open	3.633	3.658	0.025	0.7%	3.652
High	3.670	3.677	0.007	0.2%	3.670
Low	3.570	3.561	-0.009	-0.3%	3.542
Close	3.665	3.562	-0.103	-2.8%	3.665
Range	0.100	0.116	0.016	16.0%	0.128
ATR	0.089	0.091	0.002	2.1%	0.000
Volume	4,713	4,247	-466	-9.9%	16,924

Daily Pivots for day following 31-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.948	3.871	3.626
R3	3.832	3.755	3.594
R2	3.716	3.716	3.583
R1	3.639	3.639	3.573	3.620
PP	3.600	3.600	3.600	3.590
S1	3.523	3.523	3.551	3.504
S2	3.484	3.484	3.541
S3	3.368	3.407	3.530
S4	3.252	3.291	3.498

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.010	3.965	3.735
R3	3.882	3.837	3.700
R2	3.754	3.754	3.688
R1	3.709	3.709	3.677	3.732
PP	3.626	3.626	3.626	3.637
S1	3.581	3.581	3.653	3.604
S2	3.498	3.498	3.642
S3	3.370	3.453	3.630
S4	3.242	3.325	3.595

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.677	3.542	0.135	3.8%	0.084	2.4%	15%	True	False	4,234
10	3.700	3.505	0.195	5.5%	0.089	2.5%	29%	False	False	4,870
20	3.841	3.500	0.341	9.6%	0.081	2.3%	18%	False	False	5,348
40	4.077	3.500	0.577	16.2%	0.083	2.3%	11%	False	False	3,931

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	4.170
2.618	3.981
1.618	3.865
1.000	3.793
0.618	3.749
HIGH	3.677
0.618	3.633
0.500	3.619
0.382	3.605
LOW	3.561
0.618	3.489
1.000	3.445
1.618	3.373
2.618	3.257
4.250	3.068

Fisher Pivots for day following 31-Dec-2012
Pivot	1 day	3 day
R1	3.619	3.619
PP	3.600	3.600
S1	3.581	3.581

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

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