NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	2.715	2.682	-0.033	-1.2%	2.784
High	2.715	2.935	0.220	8.1%	2.903
Low	2.680	2.650	-0.030	-1.1%	2.720
Close	2.683	2.918	0.235	8.8%	2.793
Range	0.035	0.285	0.250	714.3%	0.183
ATR	0.092	0.106	0.014	15.0%	0.000
Volume	32,341	20,353	-11,988	-37.1%	79,535

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.689	3.589	3.075
R3	3.404	3.304	2.996
R2	3.119	3.119	2.970
R1	3.019	3.019	2.944	3.069
PP	2.834	2.834	2.834	2.860
S1	2.734	2.734	2.892	2.784
S2	2.549	2.549	2.866
S3	2.264	2.449	2.840
S4	1.979	2.164	2.761

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	2.935	2.650	0.285	9.8%	0.110	3.8%	94%	True	True	24,558
10	2.935	2.650	0.285	9.8%	0.097	3.3%	94%	True	True	19,101
20	3.190	2.650	0.540	18.5%	0.103	3.5%	50%	False	True	17,939
40	3.190	2.566	0.624	21.4%	0.094	3.2%	56%	False	False	15,865
60	3.190	2.566	0.624	21.4%	0.082	2.8%	56%	False	False	13,090
80	3.361	2.566	0.795	27.2%	0.081	2.8%	44%	False	False	11,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	4.146
2.618	3.681
1.618	3.396
1.000	3.220
0.618	3.111
HIGH	2.935
0.618	2.826
0.500	2.793
0.382	2.759
LOW	2.650
0.618	2.474
1.000	2.365
1.618	2.189
2.618	1.904
4.250	1.439

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	2.876	2.876
PP	2.834	2.834
S1	2.793	2.793

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

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