NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	2.855	2.889	0.034	1.2%	2.805
High	2.906	2.958	0.052	1.8%	3.028
Low	2.803	2.841	0.038	1.4%	2.735
Close	2.877	2.955	0.078	2.7%	2.877
Range	0.103	0.117	0.014	13.6%	0.293
ATR	0.129	0.128	-0.001	-0.7%	0.000
Volume	66,694	31,560	-35,134	-52.7%	258,894

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.269	3.229	3.019
R3	3.152	3.112	2.987
R2	3.035	3.035	2.976
R1	2.995	2.995	2.966	3.015
PP	2.918	2.918	2.918	2.928
S1	2.878	2.878	2.944	2.898
S2	2.801	2.801	2.934
S3	2.684	2.761	2.923
S4	2.567	2.644	2.891

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	9.9%	0.143	4.8%	75%	False	False	55,963
10	3.028	2.655	0.373	12.6%	0.132	4.5%	80%	False	False	51,887
20	3.028	2.357	0.671	22.7%	0.131	4.4%	89%	False	False	49,003
40	3.028	2.357	0.671	22.7%	0.123	4.2%	89%	False	False	43,299
60	3.028	2.300	0.728	24.6%	0.108	3.6%	90%	False	False	38,069
80	3.028	2.300	0.728	24.6%	0.100	3.4%	90%	False	False	33,568
100	3.198	2.300	0.898	30.4%	0.099	3.4%	73%	False	False	31,598

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	0.045
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.455
2.618	3.264
1.618	3.147
1.000	3.075
0.618	3.030
HIGH	2.958
0.618	2.913
0.500	2.900
0.382	2.886
LOW	2.841
0.618	2.769
1.000	2.724
1.618	2.652
2.618	2.535
4.250	2.344

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	2.937	2.926
PP	2.918	2.897
S1	2.900	2.868

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

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