NYMEX Natural Gas Future March 2012

Trading Metrics calculated at close of trading on 01-Jul-2011

Day Change Summary
	Previous	Current
	30-Jun-2011	01-Jul-2011	Change	Change %	Previous Week
Open	4.740	4.785	0.045	0.9%	4.658
High	4.820	4.793	-0.027	-0.6%	4.820
Low	4.630	4.732	0.102	2.2%	4.630
Close	4.790	4.750	-0.040	-0.8%	4.750
Range	0.190	0.061	-0.129	-67.9%	0.190
ATR	0.104	0.101	-0.003	-3.0%	0.000
Volume	4,298	8,275	3,977	92.5%	24,094

Daily Pivots for day following 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.941	4.907	4.784
R3	4.880	4.846	4.767
R2	4.819	4.819	4.761
R1	4.785	4.785	4.756	4.772
PP	4.758	4.758	4.758	4.752
S1	4.724	4.724	4.744	4.711
S2	4.697	4.697	4.739
S3	4.636	4.663	4.733
S4	4.575	4.602	4.716

Weekly Pivots for week ending 01-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.303	5.217	4.855
R3	5.113	5.027	4.802
R2	4.923	4.923	4.785
R1	4.837	4.837	4.767	4.880
PP	4.733	4.733	4.733	4.755
S1	4.647	4.647	4.733	4.690
S2	4.543	4.543	4.715
S3	4.353	4.457	4.698
S4	4.163	4.267	4.646

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.820	4.630	0.190	4.0%	0.098	2.1%	63%	False	False	4,818
10	4.873	4.630	0.243	5.1%	0.097	2.0%	49%	False	False	4,331

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.052
2.618	4.953
1.618	4.892
1.000	4.854
0.618	4.831
HIGH	4.793
0.618	4.770
0.500	4.763
0.382	4.755
LOW	4.732
0.618	4.694
1.000	4.671
1.618	4.633
2.618	4.572
4.250	4.473

Fisher Pivots for day following 01-Jul-2011
Pivot	1 day	3 day
R1	4.763	4.742
PP	4.758	4.733
S1	4.754	4.725

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

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