NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	3.006	2.928	-0.078	-2.6%	2.771
High	3.020	3.020	0.000	0.0%	2.958
Low	2.886	2.899	0.013	0.5%	2.650
Close	2.921	2.929	0.008	0.3%	2.883
Range	0.134	0.121	-0.013	-9.7%	0.308
ATR	0.109	0.110	0.001	0.8%	0.000
Volume	21,990	17,508	-4,482	-20.4%	135,106

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.312	3.242	2.996
R3	3.191	3.121	2.962
R2	3.070	3.070	2.951
R1	3.000	3.000	2.940	3.035
PP	2.949	2.949	2.949	2.967
S1	2.879	2.879	2.918	2.914
S2	2.828	2.828	2.907
S3	2.707	2.758	2.896
S4	2.586	2.637	2.862

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	12.6%	0.154	5.3%	75%	True	False	23,344
10	3.020	2.650	0.370	12.6%	0.115	3.9%	75%	True	False	23,392
20	3.141	2.650	0.491	16.8%	0.103	3.5%	57%	False	False	19,231
40	3.190	2.634	0.556	19.0%	0.101	3.4%	53%	False	False	17,243
60	3.190	2.566	0.624	21.3%	0.085	2.9%	58%	False	False	14,449
80	3.190	2.566	0.624	21.3%	0.082	2.8%	58%	False	False	12,198

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	0.014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.534
2.618	3.337
1.618	3.216
1.000	3.141
0.618	3.095
HIGH	3.020
0.618	2.974
0.500	2.960
0.382	2.945
LOW	2.899
0.618	2.824
1.000	2.778
1.618	2.703
2.618	2.582
4.250	2.385

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	2.960	2.946
PP	2.949	2.940
S1	2.939	2.935

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

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