NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	2.508	2.677	0.169	6.7%	2.305
High	2.693	2.705	0.012	0.4%	2.601
Low	2.508	2.536	0.028	1.1%	2.215
Close	2.668	2.574	-0.094	-3.5%	2.514
Range	0.185	0.169	-0.016	-8.6%	0.386
ATR	0.130	0.133	0.003	2.1%	0.000
Volume	73,826	66,093	-7,733	-10.5%	368,242

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.112	3.012	2.667
R3	2.943	2.843	2.620
R2	2.774	2.774	2.605
R1	2.674	2.674	2.589	2.640
PP	2.605	2.605	2.605	2.588
S1	2.505	2.505	2.559	2.471
S2	2.436	2.436	2.543
S3	2.267	2.336	2.528
S4	2.098	2.167	2.481

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.601	3.444	2.726
R3	3.215	3.058	2.620
R2	2.829	2.829	2.585
R1	2.672	2.672	2.549	2.751
PP	2.443	2.443	2.443	2.483
S1	2.286	2.286	2.479	2.365
S2	2.057	2.057	2.443
S3	1.671	1.900	2.408
S4	1.285	1.514	2.302

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.705	2.215	0.490	19.0%	0.175	6.8%	73%	True	False	78,208
10	2.705	2.215	0.490	19.0%	0.140	5.5%	73%	True	False	67,886
20	2.850	2.215	0.635	24.7%	0.129	5.0%	57%	False	False	52,537
40	2.881	2.215	0.666	25.9%	0.123	4.8%	54%	False	False	44,760
60	2.881	2.175	0.706	27.4%	0.105	4.1%	57%	False	False	36,771
80	3.040	2.175	0.865	33.6%	0.099	3.8%	46%	False	False	30,346
100	3.148	2.175	0.973	37.8%	0.104	4.0%	41%	False	False	27,016
120	3.449	2.175	1.274	49.5%	0.106	4.1%	31%	False	False	23,598

Crabel Price Patterns
NR	True
NR4	False
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	0.026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.423
2.618	3.147
1.618	2.978
1.000	2.874
0.618	2.809
HIGH	2.705
0.618	2.640
0.500	2.621
0.382	2.601
LOW	2.536
0.618	2.432
1.000	2.367
1.618	2.263
2.618	2.094
4.250	1.818

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	2.621	2.597
PP	2.605	2.589
S1	2.590	2.582

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

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