NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 01-Jun-2012

Day Change Summary
	Previous	Current
	31-May-2012	01-Jun-2012	Change	Change %	Previous Week
Open	2.533	2.506	-0.027	-1.1%	2.702
High	2.600	2.506	-0.094	-3.6%	2.704
Low	2.468	2.425	-0.043	-1.7%	2.425
Close	2.531	2.437	-0.094	-3.7%	2.437
Range	0.132	0.081	-0.051	-38.6%	0.279
ATR	0.116	0.115	-0.001	-0.6%	0.000
Volume	32,995	54,786	21,791	66.0%	148,815

Daily Pivots for day following 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.699	2.649	2.482
R3	2.618	2.568	2.459
R2	2.537	2.537	2.452
R1	2.487	2.487	2.444	2.472
PP	2.456	2.456	2.456	2.448
S1	2.406	2.406	2.430	2.391
S2	2.375	2.375	2.422
S3	2.294	2.325	2.415
S4	2.213	2.244	2.392

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.359	3.177	2.590
R3	3.080	2.898	2.514
R2	2.801	2.801	2.488
R1	2.619	2.619	2.463	2.571
PP	2.522	2.522	2.522	2.498
S1	2.340	2.340	2.411	2.292
S2	2.243	2.243	2.386
S3	1.964	2.061	2.360
S4	1.685	1.782	2.284

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.791	2.425	0.366	15.0%	0.118	4.9%	3%	False	True	37,404
10	2.912	2.425	0.487	20.0%	0.123	5.0%	2%	False	True	34,684
20	2.912	2.425	0.487	20.0%	0.118	4.8%	2%	False	True	34,541
40	2.912	2.222	0.690	28.3%	0.097	4.0%	31%	False	False	28,034
60	2.912	2.222	0.690	28.3%	0.090	3.7%	31%	False	False	22,836
80	3.143	2.222	0.921	37.8%	0.091	3.7%	23%	False	False	19,858
100	3.335	2.222	1.113	45.7%	0.102	4.2%	19%	False	False	17,932
120	3.676	2.222	1.454	59.7%	0.098	4.0%	15%	False	False	15,464

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.023
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	2.850
2.618	2.718
1.618	2.637
1.000	2.587
0.618	2.556
HIGH	2.506
0.618	2.475
0.500	2.466
0.382	2.456
LOW	2.425
0.618	2.375
1.000	2.344
1.618	2.294
2.618	2.213
4.250	2.081

Fisher Pivots for day following 01-Jun-2012
Pivot	1 day	3 day
R1	2.466	2.513
PP	2.456	2.488
S1	2.447	2.462

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

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