NYMEX Natural Gas Future August 2012

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

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	2.589	2.554	-0.035	-1.4%	2.305
High	2.709	2.674	-0.035	-1.3%	2.601
Low	2.538	2.542	0.004	0.2%	2.215
Close	2.555	2.618	0.063	2.5%	2.514
Range	0.171	0.132	-0.039	-22.8%	0.386
ATR	0.136	0.136	0.000	-0.2%	0.000
Volume	61,215	95,620	34,405	56.2%	368,242

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.007	2.945	2.691
R3	2.875	2.813	2.654
R2	2.743	2.743	2.642
R1	2.681	2.681	2.630	2.712
PP	2.611	2.611	2.611	2.627
S1	2.549	2.549	2.606	2.580
S2	2.479	2.479	2.594
S3	2.347	2.417	2.582
S4	2.215	2.285	2.545

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	2.489	0.220	8.4%	0.154	5.9%	59%	False	False	80,433
10	2.709	2.215	0.494	18.9%	0.145	5.5%	82%	False	False	73,991
20	2.850	2.215	0.635	24.3%	0.132	5.0%	63%	False	False	57,067
40	2.881	2.215	0.666	25.4%	0.126	4.8%	61%	False	False	47,192
60	2.881	2.175	0.706	27.0%	0.107	4.1%	63%	False	False	39,120
80	2.890	2.175	0.715	27.3%	0.100	3.8%	62%	False	False	32,159
100	3.137	2.175	0.962	36.7%	0.103	4.0%	46%	False	False	28,360
120	3.390	2.175	1.215	46.4%	0.107	4.1%	36%	False	False	24,871

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	0.025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.235
2.618	3.020
1.618	2.888
1.000	2.806
0.618	2.756
HIGH	2.674
0.618	2.624
0.500	2.608
0.382	2.592
LOW	2.542
0.618	2.460
1.000	2.410
1.618	2.328
2.618	2.196
4.250	1.981

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	2.615	2.623
PP	2.611	2.621
S1	2.608	2.620

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

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