NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	3.120	3.182	0.062	2.0%	3.045
High	3.179	3.239	0.060	1.9%	3.215
Low	3.097	3.162	0.065	2.1%	2.973
Close	3.177	3.209	0.032	1.0%	3.091
Range	0.082	0.077	-0.005	-6.1%	0.242
ATR	0.110	0.108	-0.002	-2.2%	0.000
Volume	19,624	23,204	3,580	18.2%	123,974

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.434	3.399	3.251
R3	3.357	3.322	3.230
R2	3.280	3.280	3.223
R1	3.245	3.245	3.216	3.263
PP	3.203	3.203	3.203	3.212
S1	3.168	3.168	3.202	3.186
S2	3.126	3.126	3.195
S3	3.049	3.091	3.188
S4	2.972	3.014	3.167

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.819	3.697	3.224
R3	3.577	3.455	3.158
R2	3.335	3.335	3.135
R1	3.213	3.213	3.113	3.274
PP	3.093	3.093	3.093	3.124
S1	2.971	2.971	3.069	3.032
S2	2.851	2.851	3.047
S3	2.609	2.729	3.024
S4	2.367	2.487	2.958

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.239	2.973	0.266	8.3%	0.102	3.2%	89%	True	False	29,460
10	3.239	2.920	0.319	9.9%	0.108	3.4%	91%	True	False	25,908
20	3.239	2.650	0.589	18.4%	0.112	3.5%	95%	True	False	24,650
40	3.239	2.650	0.589	18.4%	0.105	3.3%	95%	True	False	20,741
60	3.239	2.566	0.673	21.0%	0.093	2.9%	96%	True	False	17,571
80	3.239	2.566	0.673	21.0%	0.087	2.7%	96%	True	False	14,706

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.042
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.566
2.618	3.441
1.618	3.364
1.000	3.316
0.618	3.287
HIGH	3.239
0.618	3.210
0.500	3.201
0.382	3.191
LOW	3.162
0.618	3.114
1.000	3.085
1.618	3.037
2.618	2.960
4.250	2.835

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	3.206	3.184
PP	3.203	3.159
S1	3.201	3.134

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

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