NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	2.811	2.855	0.044	1.6%	2.805
High	2.888	2.906	0.018	0.6%	3.028
Low	2.778	2.803	0.025	0.9%	2.735
Close	2.877	2.877	0.000	0.0%	2.877
Range	0.110	0.103	-0.007	-6.4%	0.293
ATR	0.131	0.129	-0.002	-1.5%	0.000
Volume	65,470	66,694	1,224	1.9%	258,894

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.171	3.127	2.934
R3	3.068	3.024	2.905
R2	2.965	2.965	2.896
R1	2.921	2.921	2.886	2.943
PP	2.862	2.862	2.862	2.873
S1	2.818	2.818	2.868	2.840
S2	2.759	2.759	2.858
S3	2.656	2.715	2.849
S4	2.553	2.612	2.820

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	58,263
10	3.028	2.649	0.379	13.2%	0.136	4.7%	60%	False	False	53,634
20	3.028	2.357	0.671	23.3%	0.130	4.5%	77%	False	False	49,105
40	3.028	2.357	0.671	23.3%	0.122	4.2%	77%	False	False	43,078
60	3.028	2.300	0.728	25.3%	0.107	3.7%	79%	False	False	38,026
80	3.028	2.300	0.728	25.3%	0.100	3.5%	79%	False	False	33,509
100	3.198	2.300	0.898	31.2%	0.100	3.5%	64%	False	False	31,476

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.042
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	3.344
2.618	3.176
1.618	3.073
1.000	3.009
0.618	2.970
HIGH	2.906
0.618	2.867
0.500	2.855
0.382	2.842
LOW	2.803
0.618	2.739
1.000	2.700
1.618	2.636
2.618	2.533
4.250	2.365

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	2.870	2.861
PP	2.862	2.844
S1	2.855	2.828

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

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