NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	2.889	2.960	0.071	2.5%	2.805
High	2.958	3.014	0.056	1.9%	3.028
Low	2.841	2.944	0.103	3.6%	2.735
Close	2.955	2.990	0.035	1.2%	2.877
Range	0.117	0.070	-0.047	-40.2%	0.293
ATR	0.128	0.124	-0.004	-3.2%	0.000
Volume	31,560	36,802	5,242	16.6%	258,894

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.193	3.161	3.029
R3	3.123	3.091	3.009
R2	3.053	3.053	3.003
R1	3.021	3.021	2.996	3.037
PP	2.983	2.983	2.983	2.991
S1	2.951	2.951	2.984	2.967
S2	2.913	2.913	2.977
S3	2.843	2.881	2.971
S4	2.773	2.811	2.952

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	3.014	2.735	0.279	9.3%	0.117	3.9%	91%	True	False	55,367
10	3.028	2.655	0.373	12.5%	0.123	4.1%	90%	False	False	51,014
20	3.028	2.357	0.671	22.4%	0.131	4.4%	94%	False	False	49,310
40	3.028	2.357	0.671	22.4%	0.121	4.0%	94%	False	False	43,587
60	3.028	2.300	0.728	24.3%	0.108	3.6%	95%	False	False	38,359
80	3.028	2.300	0.728	24.3%	0.101	3.4%	95%	False	False	33,788
100	3.198	2.300	0.898	30.0%	0.099	3.3%	77%	False	False	31,709
120	3.210	2.300	0.910	30.4%	0.107	3.6%	76%	False	False	30,923

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	3.312
2.618	3.197
1.618	3.127
1.000	3.084
0.618	3.057
HIGH	3.014
0.618	2.987
0.500	2.979
0.382	2.971
LOW	2.944
0.618	2.901
1.000	2.874
1.618	2.831
2.618	2.761
4.250	2.647

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	2.986	2.963
PP	2.983	2.936
S1	2.979	2.909

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

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