NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	2.615	2.624	0.009	0.3%	2.720
High	2.651	2.664	0.013	0.5%	2.761
Low	2.566	2.584	0.018	0.7%	2.511
Close	2.628	2.613	-0.015	-0.6%	2.527
Range	0.085	0.080	-0.005	-5.9%	0.250
ATR	0.110	0.108	-0.002	-2.0%	0.000
Volume	33,606	30,667	-2,939	-8.7%	129,512

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.860	2.817	2.657
R3	2.780	2.737	2.635
R2	2.700	2.700	2.628
R1	2.657	2.657	2.620	2.639
PP	2.620	2.620	2.620	2.611
S1	2.577	2.577	2.606	2.559
S2	2.540	2.540	2.598
S3	2.460	2.497	2.591
S4	2.380	2.417	2.569

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	2.677	2.511	0.166	6.4%	0.096	3.7%	61%	False	False	36,841
10	2.940	2.511	0.429	16.4%	0.105	4.0%	24%	False	False	35,366
20	2.976	2.511	0.465	17.8%	0.111	4.3%	22%	False	False	37,864
40	2.976	2.300	0.676	25.9%	0.097	3.7%	46%	False	False	32,884
60	2.976	2.300	0.676	25.9%	0.091	3.5%	46%	False	False	28,614
80	3.198	2.300	0.898	34.4%	0.091	3.5%	35%	False	False	27,309
100	3.210	2.300	0.910	34.8%	0.103	3.9%	34%	False	False	27,245

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.030
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.004
2.618	2.873
1.618	2.793
1.000	2.744
0.618	2.713
HIGH	2.664
0.618	2.633
0.500	2.624
0.382	2.615
LOW	2.584
0.618	2.535
1.000	2.504
1.618	2.455
2.618	2.375
4.250	2.244

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	2.624	2.606
PP	2.620	2.599
S1	2.617	2.592

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

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