NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 04-Jun-2012

Day Change Summary
	Previous	Current
	01-Jun-2012	04-Jun-2012	Change	Change %	Previous Week
Open	2.583	2.536	-0.047	-1.8%	2.720
High	2.589	2.622	0.033	1.3%	2.761
Low	2.511	2.520	0.009	0.4%	2.511
Close	2.527	2.601	0.074	2.9%	2.527
Range	0.078	0.102	0.024	30.8%	0.250
ATR	0.113	0.112	-0.001	-0.7%	0.000
Volume	45,615	45,656	41	0.1%	129,512

Daily Pivots for day following 04-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.887	2.846	2.657
R3	2.785	2.744	2.629
R2	2.683	2.683	2.620
R1	2.642	2.642	2.610	2.663
PP	2.581	2.581	2.581	2.591
S1	2.540	2.540	2.592	2.561
S2	2.479	2.479	2.582
S3	2.377	2.438	2.573
S4	2.275	2.336	2.545

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.350	3.188	2.665
R3	3.100	2.938	2.596
R2	2.850	2.850	2.573
R1	2.688	2.688	2.550	2.644
PP	2.600	2.600	2.600	2.578
S1	2.438	2.438	2.504	2.394
S2	2.350	2.350	2.481
S3	2.100	2.188	2.458
S4	1.850	1.938	2.390

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.761	2.511	0.250	9.6%	0.109	4.2%	36%	False	False	35,033
10	2.955	2.511	0.444	17.1%	0.116	4.5%	20%	False	False	39,545
20	2.976	2.511	0.465	17.9%	0.115	4.4%	19%	False	False	37,051
40	2.976	2.300	0.676	26.0%	0.096	3.7%	45%	False	False	32,486
60	2.976	2.300	0.676	26.0%	0.090	3.5%	45%	False	False	28,310
80	3.198	2.300	0.898	34.5%	0.092	3.5%	34%	False	False	27,069

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.029
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.056
2.618	2.889
1.618	2.787
1.000	2.724
0.618	2.685
HIGH	2.622
0.618	2.583
0.500	2.571
0.382	2.559
LOW	2.520
0.618	2.457
1.000	2.418
1.618	2.355
2.618	2.253
4.250	2.087

Fisher Pivots for day following 04-Jun-2012
Pivot	1 day	3 day
R1	2.591	2.599
PP	2.581	2.596
S1	2.571	2.594

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

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