NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	2.677	2.589	-0.088	-3.3%	2.305
High	2.705	2.709	0.004	0.1%	2.601
Low	2.536	2.538	0.002	0.1%	2.215
Close	2.574	2.555	-0.019	-0.7%	2.514
Range	0.169	0.171	0.002	1.2%	0.386
ATR	0.133	0.136	0.003	2.0%	0.000
Volume	66,093	61,215	-4,878	-7.4%	368,242

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.114	3.005	2.649
R3	2.943	2.834	2.602
R2	2.772	2.772	2.586
R1	2.663	2.663	2.571	2.632
PP	2.601	2.601	2.601	2.585
S1	2.492	2.492	2.539	2.461
S2	2.430	2.430	2.524
S3	2.259	2.321	2.508
S4	2.088	2.150	2.461

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	2.709	2.215	0.494	19.3%	0.199	7.8%	69%	True	False	75,342
10	2.709	2.215	0.494	19.3%	0.149	5.8%	69%	True	False	70,059
20	2.850	2.215	0.635	24.9%	0.131	5.1%	54%	False	False	53,883
40	2.881	2.215	0.666	26.1%	0.126	4.9%	51%	False	False	45,341
60	2.881	2.175	0.706	27.6%	0.106	4.2%	54%	False	False	37,690
80	2.921	2.175	0.746	29.2%	0.099	3.9%	51%	False	False	31,052
100	3.148	2.175	0.973	38.1%	0.104	4.1%	39%	False	False	27,500
120	3.393	2.175	1.218	47.7%	0.107	4.2%	31%	False	False	24,099

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.436
2.618	3.157
1.618	2.986
1.000	2.880
0.618	2.815
HIGH	2.709
0.618	2.644
0.500	2.624
0.382	2.603
LOW	2.538
0.618	2.432
1.000	2.367
1.618	2.261
2.618	2.090
4.250	1.811

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	2.624	2.609
PP	2.601	2.591
S1	2.578	2.573

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

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