NYMEX Natural Gas Future September 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	2.779	2.773	-0.006	-0.2%	2.730
High	2.860	2.845	-0.015	-0.5%	2.978
Low	2.673	2.728	0.055	2.1%	2.673
Close	2.734	2.833	0.099	3.6%	2.833
Range	0.187	0.117	-0.070	-37.4%	0.305
ATR	0.139	0.137	-0.002	-1.1%	0.000
Volume	83,646	66,306	-17,340	-20.7%	277,130

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.153	3.110	2.897
R3	3.036	2.993	2.865
R2	2.919	2.919	2.854
R1	2.876	2.876	2.844	2.898
PP	2.802	2.802	2.802	2.813
S1	2.759	2.759	2.822	2.781
S2	2.685	2.685	2.812
S3	2.568	2.642	2.801
S4	2.451	2.525	2.769

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.743	3.593	3.001
R3	3.438	3.288	2.917
R2	3.133	3.133	2.889
R1	2.983	2.983	2.861	3.058
PP	2.828	2.828	2.828	2.866
S1	2.678	2.678	2.805	2.753
S2	2.523	2.523	2.777
S3	2.218	2.373	2.749
S4	1.913	2.068	2.665

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.978	2.673	0.305	10.8%	0.148	5.2%	52%	False	False	55,426
10	2.978	2.533	0.445	15.7%	0.151	5.3%	67%	False	False	53,406
20	2.978	2.259	0.719	25.4%	0.136	4.8%	80%	False	False	60,420
40	2.978	2.259	0.719	25.4%	0.127	4.5%	80%	False	False	47,480
60	2.978	2.222	0.756	26.7%	0.110	3.9%	81%	False	False	38,830
80	2.978	2.222	0.756	26.7%	0.101	3.6%	81%	False	False	32,232
100	3.143	2.222	0.921	32.5%	0.100	3.5%	66%	False	False	27,970
120	3.335	2.222	1.113	39.3%	0.108	3.8%	55%	False	False	25,013

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	3.342
2.618	3.151
1.618	3.034
1.000	2.962
0.618	2.917
HIGH	2.845
0.618	2.800
0.500	2.787
0.382	2.773
LOW	2.728
0.618	2.656
1.000	2.611
1.618	2.539
2.618	2.422
4.250	2.231

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	2.818	2.831
PP	2.802	2.828
S1	2.787	2.826

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

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