NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	2.928	2.980	0.052	1.8%	2.771
High	3.020	3.020	0.000	0.0%	2.958
Low	2.899	2.920	0.021	0.7%	2.650
Close	2.929	2.960	0.031	1.1%	2.883
Range	0.121	0.100	-0.021	-17.4%	0.308
ATR	0.110	0.109	-0.001	-0.6%	0.000
Volume	17,508	20,257	2,749	15.7%	135,106

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.267	3.213	3.015
R3	3.167	3.113	2.988
R2	3.067	3.067	2.978
R1	3.013	3.013	2.969	2.990
PP	2.967	2.967	2.967	2.955
S1	2.913	2.913	2.951	2.890
S2	2.867	2.867	2.942
S3	2.767	2.813	2.933
S4	2.667	2.713	2.905

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	2.862	0.158	5.3%	0.117	4.0%	62%	True	False	23,325
10	3.020	2.650	0.370	12.5%	0.114	3.8%	84%	True	False	23,941
20	3.131	2.650	0.481	16.3%	0.104	3.5%	64%	False	False	19,478
40	3.190	2.650	0.540	18.2%	0.101	3.4%	57%	False	False	17,526
60	3.190	2.566	0.624	21.1%	0.086	2.9%	63%	False	False	14,728
80	3.190	2.566	0.624	21.1%	0.082	2.8%	63%	False	False	12,405

Crabel Price Patterns
NR	True
NR4	True
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	0.018
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.445
2.618	3.282
1.618	3.182
1.000	3.120
0.618	3.082
HIGH	3.020
0.618	2.982
0.500	2.970
0.382	2.958
LOW	2.920
0.618	2.858
1.000	2.820
1.618	2.758
2.618	2.658
4.250	2.495

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	2.970	2.958
PP	2.967	2.955
S1	2.963	2.953

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

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