NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	2.765	2.761	-0.004	-0.1%	2.707
High	2.846	2.832	-0.014	-0.5%	2.975
Low	2.659	2.716	0.057	2.1%	2.659
Close	2.722	2.770	0.048	1.8%	2.770
Range	0.187	0.116	-0.071	-38.0%	0.316
ATR	0.142	0.140	-0.002	-1.3%	0.000
Volume	167,779	141,539	-26,240	-15.6%	715,595

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.121	3.061	2.834
R3	3.005	2.945	2.802
R2	2.889	2.889	2.791
R1	2.829	2.829	2.781	2.859
PP	2.773	2.773	2.773	2.788
S1	2.713	2.713	2.759	2.743
S2	2.657	2.657	2.749
S3	2.541	2.597	2.738
S4	2.425	2.481	2.706

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.749	3.576	2.944
R3	3.433	3.260	2.857
R2	3.117	3.117	2.828
R1	2.944	2.944	2.799	3.031
PP	2.801	2.801	2.801	2.845
S1	2.628	2.628	2.741	2.715
S2	2.485	2.485	2.712
S3	2.169	2.312	2.683
S4	1.853	1.996	2.596

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.975	2.659	0.316	11.4%	0.150	5.4%	35%	False	False	143,119
10	2.975	2.508	0.467	16.9%	0.153	5.5%	56%	False	False	109,565
20	2.975	2.215	0.760	27.4%	0.139	5.0%	73%	False	False	85,436
40	2.975	2.215	0.760	27.4%	0.130	4.7%	73%	False	False	62,526
60	2.975	2.175	0.800	28.9%	0.114	4.1%	74%	False	False	50,591
80	2.975	2.175	0.800	28.9%	0.105	3.8%	74%	False	False	41,428
100	3.137	2.175	0.962	34.7%	0.103	3.7%	62%	False	False	35,425
120	3.330	2.175	1.155	41.7%	0.111	4.0%	52%	False	False	31,362

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	0.037
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.325
2.618	3.136
1.618	3.020
1.000	2.948
0.618	2.904
HIGH	2.832
0.618	2.788
0.500	2.774
0.382	2.760
LOW	2.716
0.618	2.644
1.000	2.600
1.618	2.528
2.618	2.412
4.250	2.223

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	2.774	2.817
PP	2.773	2.801
S1	2.771	2.786

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

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