NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 13-Jun-2012

Day Change Summary
	Previous	Current
	12-Jun-2012	13-Jun-2012	Change	Change %	Previous Week
Open	2.402	2.423	0.021	0.9%	2.536
High	2.472	2.423	-0.049	-2.0%	2.664
Low	2.362	2.379	0.017	0.7%	2.434
Close	2.435	2.382	-0.053	-2.2%	2.493
Range	0.110	0.044	-0.066	-60.0%	0.230
ATR	0.109	0.105	-0.004	-3.5%	0.000
Volume	42,325	54,213	11,888	28.1%	189,361

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.527	2.498	2.406
R3	2.483	2.454	2.394
R2	2.439	2.439	2.390
R1	2.410	2.410	2.386	2.403
PP	2.395	2.395	2.395	2.391
S1	2.366	2.366	2.378	2.359
S2	2.351	2.351	2.374
S3	2.307	2.322	2.370
S4	2.263	2.278	2.358

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.220	3.087	2.620
R3	2.990	2.857	2.556
R2	2.760	2.760	2.535
R1	2.627	2.627	2.514	2.579
PP	2.530	2.530	2.530	2.506
S1	2.397	2.397	2.472	2.349
S2	2.300	2.300	2.451
S3	2.070	2.167	2.430
S4	1.840	1.937	2.367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.626	2.362	0.264	11.1%	0.093	3.9%	8%	False	False	43,614
10	2.677	2.362	0.315	13.2%	0.094	4.0%	6%	False	False	40,227
20	2.976	2.362	0.614	25.8%	0.111	4.7%	3%	False	False	38,760
40	2.976	2.300	0.676	28.4%	0.102	4.3%	12%	False	False	35,160
60	2.976	2.300	0.676	28.4%	0.091	3.8%	12%	False	False	30,472
80	3.198	2.300	0.898	37.7%	0.091	3.8%	9%	False	False	28,231
100	3.210	2.300	0.910	38.2%	0.102	4.3%	9%	False	False	28,233

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Narrowest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	2.610
2.618	2.538
1.618	2.494
1.000	2.467
0.618	2.450
HIGH	2.423
0.618	2.406
0.500	2.401
0.382	2.396
LOW	2.379
0.618	2.352
1.000	2.335
1.618	2.308
2.618	2.264
4.250	2.192

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	2.401	2.417
PP	2.395	2.405
S1	2.388	2.394

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

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