NYMEX Natural Gas Future October 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	2.831	2.811	-0.020	-0.7%	2.805
High	2.920	2.888	-0.032	-1.1%	3.028
Low	2.735	2.778	0.043	1.6%	2.735
Close	2.792	2.877	0.085	3.0%	2.877
Range	0.185	0.110	-0.075	-40.5%	0.293
ATR	0.133	0.131	-0.002	-1.2%	0.000
Volume	76,313	65,470	-10,843	-14.2%	258,894

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.178	3.137	2.938
R3	3.068	3.027	2.907
R2	2.958	2.958	2.897
R1	2.917	2.917	2.887	2.938
PP	2.848	2.848	2.848	2.858
S1	2.807	2.807	2.867	2.828
S2	2.738	2.738	2.857
S3	2.628	2.697	2.847
S4	2.518	2.587	2.817

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.759	3.611	3.038
R3	3.466	3.318	2.958
R2	3.173	3.173	2.931
R1	3.025	3.025	2.904	3.099
PP	2.880	2.880	2.880	2.917
S1	2.732	2.732	2.850	2.806
S2	2.587	2.587	2.823
S3	2.294	2.439	2.796
S4	2.001	2.146	2.716

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.028	2.735	0.293	10.2%	0.141	4.9%	48%	False	False	51,778
10	3.028	2.633	0.395	13.7%	0.141	4.9%	62%	False	False	51,354
20	3.028	2.357	0.671	23.3%	0.130	4.5%	77%	False	False	48,053
40	3.028	2.357	0.671	23.3%	0.122	4.2%	77%	False	False	42,160
60	3.028	2.300	0.728	25.3%	0.107	3.7%	79%	False	False	37,149
80	3.028	2.300	0.728	25.3%	0.099	3.5%	79%	False	False	32,976
100	3.198	2.300	0.898	31.2%	0.100	3.5%	64%	False	False	31,183

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.037
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.356
2.618	3.176
1.618	3.066
1.000	2.998
0.618	2.956
HIGH	2.888
0.618	2.846
0.500	2.833
0.382	2.820
LOW	2.778
0.618	2.710
1.000	2.668
1.618	2.600
2.618	2.490
4.250	2.311

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	2.862	2.882
PP	2.848	2.880
S1	2.833	2.879

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

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