NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	2.850	2.906	0.056	2.0%	2.730
High	2.913	2.973	0.060	2.1%	2.978
Low	2.794	2.899	0.105	3.8%	2.673
Close	2.911	2.950	0.039	1.3%	2.833
Range	0.119	0.074	-0.045	-37.8%	0.305
ATR	0.134	0.130	-0.004	-3.2%	0.000
Volume	41,564	45,381	3,817	9.2%	277,130

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.163	3.130	2.991
R3	3.089	3.056	2.970
R2	3.015	3.015	2.964
R1	2.982	2.982	2.957	2.999
PP	2.941	2.941	2.941	2.949
S1	2.908	2.908	2.943	2.925
S2	2.867	2.867	2.936
S3	2.793	2.834	2.930
S4	2.719	2.760	2.909

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	2.973	2.673	0.300	10.2%	0.120	4.1%	92%	True	False	62,394
10	2.978	2.570	0.408	13.8%	0.129	4.4%	93%	False	False	53,411
20	2.978	2.259	0.719	24.4%	0.137	4.6%	96%	False	False	62,079
40	2.978	2.259	0.719	24.4%	0.126	4.3%	96%	False	False	49,316
60	2.978	2.222	0.756	25.6%	0.112	3.8%	96%	False	False	40,700
80	2.978	2.222	0.756	25.6%	0.103	3.5%	96%	False	False	33,616
100	3.143	2.222	0.921	31.2%	0.100	3.4%	79%	False	False	29,217
120	3.170	2.222	0.948	32.1%	0.107	3.6%	77%	False	False	26,094

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	0.041
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	3.288
2.618	3.167
1.618	3.093
1.000	3.047
0.618	3.019
HIGH	2.973
0.618	2.945
0.500	2.936
0.382	2.927
LOW	2.899
0.618	2.853
1.000	2.825
1.618	2.779
2.618	2.705
4.250	2.585

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	2.945	2.922
PP	2.941	2.893
S1	2.936	2.865

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

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