NYMEX Natural Gas Future November 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	2.697	2.715	0.018	0.7%	2.784
High	2.766	2.715	-0.051	-1.8%	2.903
Low	2.676	2.680	0.004	0.1%	2.720
Close	2.734	2.683	-0.051	-1.9%	2.793
Range	0.090	0.035	-0.055	-61.1%	0.183
ATR	0.095	0.092	-0.003	-3.1%	0.000
Volume	20,546	32,341	11,795	57.4%	79,535

Daily Pivots for day following 13-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.798	2.775	2.702
R3	2.763	2.740	2.693
R2	2.728	2.728	2.689
R1	2.705	2.705	2.686	2.699
PP	2.693	2.693	2.693	2.690
S1	2.670	2.670	2.680	2.664
S2	2.658	2.658	2.677
S3	2.623	2.635	2.673
S4	2.588	2.600	2.664

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.354	3.257	2.894
R3	3.171	3.074	2.843
R2	2.988	2.988	2.827
R1	2.891	2.891	2.810	2.940
PP	2.805	2.805	2.805	2.830
S1	2.708	2.708	2.776	2.757
S2	2.622	2.622	2.759
S3	2.439	2.525	2.743
S4	2.256	2.342	2.692

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.861	2.676	0.185	6.9%	0.076	2.8%	4%	False	False	23,441
10	2.910	2.676	0.234	8.7%	0.081	3.0%	3%	False	False	18,851
20	3.190	2.676	0.514	19.2%	0.095	3.6%	1%	False	False	17,325
40	3.190	2.566	0.624	23.3%	0.088	3.3%	19%	False	False	15,546
60	3.190	2.566	0.624	23.3%	0.078	2.9%	19%	False	False	12,822
80	3.361	2.566	0.795	29.6%	0.079	2.9%	15%	False	False	11,044

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.013
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	2.864
2.618	2.807
1.618	2.772
1.000	2.750
0.618	2.737
HIGH	2.715
0.618	2.702
0.500	2.698
0.382	2.693
LOW	2.680
0.618	2.658
1.000	2.645
1.618	2.623
2.618	2.588
4.250	2.531

Fisher Pivots for day following 13-Jun-2012
Pivot	1 day	3 day
R1	2.698	2.724
PP	2.693	2.710
S1	2.688	2.697

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

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