NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 21-Dec-2012

Day Change Summary
	Previous	Current
	20-Dec-2012	21-Dec-2012	Change	Change %	Previous Week
Open	3.520	3.630	0.110	3.1%	3.497
High	3.639	3.655	0.016	0.4%	3.655
Low	3.520	3.591	0.071	2.0%	3.461
Close	3.636	3.621	-0.015	-0.4%	3.621
Range	0.119	0.064	-0.055	-46.2%	0.194
ATR	0.098	0.096	-0.002	-2.5%	0.000
Volume	4,260	6,267	2,007	47.1%	23,085

Daily Pivots for day following 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.814	3.782	3.656
R3	3.750	3.718	3.639
R2	3.686	3.686	3.633
R1	3.654	3.654	3.627	3.638
PP	3.622	3.622	3.622	3.615
S1	3.590	3.590	3.615	3.574
S2	3.558	3.558	3.609
S3	3.494	3.526	3.603
S4	3.430	3.462	3.586

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.161	4.085	3.728
R3	3.967	3.891	3.674
R2	3.773	3.773	3.657
R1	3.697	3.697	3.639	3.735
PP	3.579	3.579	3.579	3.598
S1	3.503	3.503	3.603	3.541
S2	3.385	3.385	3.585
S3	3.191	3.309	3.568
S4	2.997	3.115	3.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.655	3.461	0.194	5.4%	0.094	2.6%	82%	True	False	4,617
10	3.655	3.450	0.205	5.7%	0.085	2.3%	83%	True	False	6,428
20	3.980	3.450	0.530	14.6%	0.095	2.6%	32%	False	False	5,069
40	4.035	3.450	0.585	16.2%	0.089	2.5%	29%	False	False	3,862
60	4.035	3.450	0.585	16.2%	0.085	2.3%	29%	False	False	3,510

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	0.018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.927
2.618	3.823
1.618	3.759
1.000	3.719
0.618	3.695
HIGH	3.655
0.618	3.631
0.500	3.623
0.382	3.615
LOW	3.591
0.618	3.551
1.000	3.527
1.618	3.487
2.618	3.423
4.250	3.319

Fisher Pivots for day following 21-Dec-2012
Pivot	1 day	3 day
R1	3.623	3.603
PP	3.622	3.584
S1	3.622	3.566

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

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