NYMEX Natural Gas Future July 2013

Trading Metrics calculated at close of trading on 03-Jan-2013

Day Change Summary
	Previous	Current
	02-Jan-2013	03-Jan-2013	Change	Change %	Previous Week
Open	3.567	3.456	-0.111	-3.1%	3.652
High	3.569	3.460	-0.109	-3.1%	3.670
Low	3.420	3.398	-0.022	-0.6%	3.542
Close	3.464	3.421	-0.043	-1.2%	3.665
Range	0.149	0.062	-0.087	-58.4%	0.128
ATR	0.095	0.093	-0.002	-2.2%	0.000
Volume	4,665	7,592	2,927	62.7%	16,924

Daily Pivots for day following 03-Jan-2013
	Classic	Woodie	Camarilla	DeMark
R4	3.612	3.579	3.455
R3	3.550	3.517	3.438
R2	3.488	3.488	3.432
R1	3.455	3.455	3.427	3.441
PP	3.426	3.426	3.426	3.419
S1	3.393	3.393	3.415	3.379
S2	3.364	3.364	3.410
S3	3.302	3.331	3.404
S4	3.240	3.269	3.387

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	3.398	0.279	8.2%	0.095	2.8%	8%	False	True	4,767
10	3.700	3.398	0.302	8.8%	0.091	2.7%	8%	False	True	5,083
20	3.841	3.398	0.443	12.9%	0.087	2.5%	5%	False	True	5,526
40	4.077	3.398	0.679	19.8%	0.084	2.5%	3%	False	True	4,110

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.724
2.618	3.622
1.618	3.560
1.000	3.522
0.618	3.498
HIGH	3.460
0.618	3.436
0.500	3.429
0.382	3.422
LOW	3.398
0.618	3.360
1.000	3.336
1.618	3.298
2.618	3.236
4.250	3.135

Fisher Pivots for day following 03-Jan-2013
Pivot	1 day	3 day
R1	3.429	3.538
PP	3.426	3.499
S1	3.424	3.460

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

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