NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	2.645	2.730	0.085	3.2%	2.533
High	2.723	2.799	0.076	2.8%	2.736
Low	2.603	2.701	0.098	3.8%	2.533
Close	2.695	2.752	0.057	2.1%	2.695
Range	0.120	0.098	-0.022	-18.3%	0.203
ATR	0.132	0.130	-0.002	-1.5%	0.000
Volume	56,787	35,220	-21,567	-38.0%	256,930

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.045	2.996	2.806
R3	2.947	2.898	2.779
R2	2.849	2.849	2.770
R1	2.800	2.800	2.761	2.825
PP	2.751	2.751	2.751	2.763
S1	2.702	2.702	2.743	2.727
S2	2.653	2.653	2.734
S3	2.555	2.604	2.725
S4	2.457	2.506	2.698

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.264	3.182	2.807
R3	3.061	2.979	2.751
R2	2.858	2.858	2.732
R1	2.776	2.776	2.714	2.817
PP	2.655	2.655	2.655	2.675
S1	2.573	2.573	2.676	2.614
S2	2.452	2.452	2.658
S3	2.249	2.370	2.639
S4	2.046	2.167	2.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.799	2.563	0.236	8.6%	0.137	5.0%	80%	True	False	47,193
10	2.799	2.259	0.540	19.6%	0.148	5.4%	91%	True	False	61,553
20	2.799	2.259	0.540	19.6%	0.128	4.6%	91%	True	False	55,766
40	2.912	2.259	0.653	23.7%	0.122	4.4%	75%	False	False	44,284
60	2.912	2.222	0.690	25.1%	0.104	3.8%	77%	False	False	35,892
80	2.912	2.222	0.690	25.1%	0.096	3.5%	77%	False	False	29,688
100	3.143	2.222	0.921	33.5%	0.100	3.6%	58%	False	False	26,108
120	3.401	2.222	1.179	42.8%	0.105	3.8%	45%	False	False	23,116

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	0.026
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.216
2.618	3.056
1.618	2.958
1.000	2.897
0.618	2.860
HIGH	2.799
0.618	2.762
0.500	2.750
0.382	2.738
LOW	2.701
0.618	2.640
1.000	2.603
1.618	2.542
2.618	2.444
4.250	2.285

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	2.751	2.730
PP	2.751	2.707
S1	2.750	2.685

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

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