NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	2.682	2.949	0.267	10.0%	2.771
High	2.935	2.958	0.023	0.8%	2.958
Low	2.650	2.862	0.212	8.0%	2.650
Close	2.918	2.883	-0.035	-1.2%	2.883
Range	0.285	0.096	-0.189	-66.3%	0.308
ATR	0.106	0.105	-0.001	-0.7%	0.000
Volume	20,353	39,699	19,346	95.1%	135,106

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.189	3.132	2.936
R3	3.093	3.036	2.909
R2	2.997	2.997	2.901
R1	2.940	2.940	2.892	2.921
PP	2.901	2.901	2.901	2.891
S1	2.844	2.844	2.874	2.825
S2	2.805	2.805	2.865
S3	2.709	2.748	2.857
S4	2.613	2.652	2.830

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.754	3.627	3.052
R3	3.446	3.319	2.968
R2	3.138	3.138	2.939
R1	3.011	3.011	2.911	3.075
PP	2.830	2.830	2.830	2.862
S1	2.703	2.703	2.855	2.767
S2	2.522	2.522	2.827
S3	2.214	2.395	2.798
S4	1.906	2.087	2.714

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.958	2.650	0.308	10.7%	0.112	3.9%	76%	True	False	27,021
10	2.958	2.650	0.308	10.7%	0.100	3.5%	76%	True	False	21,464
20	3.190	2.650	0.540	18.7%	0.101	3.5%	43%	False	False	19,021
40	3.190	2.566	0.624	21.6%	0.095	3.3%	51%	False	False	16,673
60	3.190	2.566	0.624	21.6%	0.082	2.8%	51%	False	False	13,671
80	3.361	2.566	0.795	27.6%	0.081	2.8%	40%	False	False	11,658

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	0.016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.366
2.618	3.209
1.618	3.113
1.000	3.054
0.618	3.017
HIGH	2.958
0.618	2.921
0.500	2.910
0.382	2.899
LOW	2.862
0.618	2.803
1.000	2.766
1.618	2.707
2.618	2.611
4.250	2.454

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	2.910	2.857
PP	2.901	2.830
S1	2.892	2.804

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

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