NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 30-Jun-2011

Day Change Summary
	Previous	Current
	29-Jun-2011	30-Jun-2011	Change	Change %	Previous Week
Open	4.827	4.751	-0.076	-1.6%	4.821
High	4.828	4.873	0.045	0.9%	4.942
Low	4.750	4.686	-0.064	-1.3%	4.697
Close	4.777	4.844	0.067	1.4%	4.750
Range	0.078	0.187	0.109	139.7%	0.245
ATR	0.106	0.112	0.006	5.4%	0.000
Volume	17,007	12,709	-4,298	-25.3%	58,138

Daily Pivots for day following 30-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.362	5.290	4.947
R3	5.175	5.103	4.895
R2	4.988	4.988	4.878
R1	4.916	4.916	4.861	4.952
PP	4.801	4.801	4.801	4.819
S1	4.729	4.729	4.827	4.765
S2	4.614	4.614	4.810
S3	4.427	4.542	4.793
S4	4.240	4.355	4.741

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.531	5.386	4.885
R3	5.286	5.141	4.817
R2	5.041	5.041	4.795
R1	4.896	4.896	4.772	4.846
PP	4.796	4.796	4.796	4.772
S1	4.651	4.651	4.728	4.601
S2	4.551	4.551	4.705
S3	4.306	4.406	4.683
S4	4.061	4.161	4.615

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.873	4.686	0.187	3.9%	0.101	2.1%	84%	True	True	12,044
10	4.961	4.686	0.275	5.7%	0.104	2.1%	57%	False	True	12,065
20	5.356	4.686	0.670	13.8%	0.110	2.3%	24%	False	True	13,500
40	5.356	4.686	0.670	13.8%	0.114	2.4%	24%	False	True	12,022

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	5.668
2.618	5.363
1.618	5.176
1.000	5.060
0.618	4.989
HIGH	4.873
0.618	4.802
0.500	4.780
0.382	4.757
LOW	4.686
0.618	4.570
1.000	4.499
1.618	4.383
2.618	4.196
4.250	3.891

Fisher Pivots for day following 30-Jun-2011
Pivot	1 day	3 day
R1	4.823	4.823
PP	4.801	4.801
S1	4.780	4.780

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

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