NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 19-Jun-2012

Day Change Summary
	Previous	Current
	18-Jun-2012	19-Jun-2012	Change	Change %	Previous Week
Open	2.873	3.006	0.133	4.6%	2.771
High	3.007	3.020	0.013	0.4%	2.958
Low	2.872	2.886	0.014	0.5%	2.650
Close	2.989	2.921	-0.068	-2.3%	2.883
Range	0.135	0.134	-0.001	-0.7%	0.308
ATR	0.107	0.109	0.002	1.8%	0.000
Volume	17,171	21,990	4,819	28.1%	135,106

Daily Pivots for day following 19-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.344	3.267	2.995
R3	3.210	3.133	2.958
R2	3.076	3.076	2.946
R1	2.999	2.999	2.933	2.971
PP	2.942	2.942	2.942	2.928
S1	2.865	2.865	2.909	2.837
S2	2.808	2.808	2.896
S3	2.674	2.731	2.884
S4	2.540	2.597	2.847

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	3.020	2.650	0.370	12.7%	0.137	4.7%	73%	True	False	26,310
10	3.020	2.650	0.370	12.7%	0.110	3.8%	73%	True	False	22,665
20	3.152	2.650	0.502	17.2%	0.103	3.5%	54%	False	False	19,043
40	3.190	2.622	0.568	19.4%	0.099	3.4%	53%	False	False	17,150
60	3.190	2.566	0.624	21.4%	0.085	2.9%	57%	False	False	14,210
80	3.270	2.566	0.704	24.1%	0.082	2.8%	50%	False	False	12,018

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	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.590
2.618	3.371
1.618	3.237
1.000	3.154
0.618	3.103
HIGH	3.020
0.618	2.969
0.500	2.953
0.382	2.937
LOW	2.886
0.618	2.803
1.000	2.752
1.618	2.669
2.618	2.535
4.250	2.317

Fisher Pivots for day following 19-Jun-2012
Pivot	1 day	3 day
R1	2.953	2.941
PP	2.942	2.934
S1	2.932	2.928

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

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