NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	2.986	3.045	0.059	2.0%	2.873
High	3.033	3.093	0.060	2.0%	3.033
Low	2.920	2.994	0.074	2.5%	2.872
Close	3.011	3.038	0.027	0.9%	3.011
Range	0.113	0.099	-0.014	-12.4%	0.161
ATR	0.110	0.109	-0.001	-0.7%	0.000
Volume	33,915	15,563	-18,352	-54.1%	110,841

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.339	3.287	3.092
R3	3.240	3.188	3.065
R2	3.141	3.141	3.056
R1	3.089	3.089	3.047	3.066
PP	3.042	3.042	3.042	3.030
S1	2.990	2.990	3.029	2.967
S2	2.943	2.943	3.020
S3	2.844	2.891	3.011
S4	2.745	2.792	2.984

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.455	3.394	3.100
R3	3.294	3.233	3.055
R2	3.133	3.133	3.041
R1	3.072	3.072	3.026	3.103
PP	2.972	2.972	2.972	2.987
S1	2.911	2.911	2.996	2.942
S2	2.811	2.811	2.981
S3	2.650	2.750	2.967
S4	2.489	2.589	2.922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.093	2.886	0.207	6.8%	0.113	3.7%	73%	True	False	21,846
10	3.093	2.650	0.443	14.6%	0.121	4.0%	88%	True	False	23,934
20	3.093	2.650	0.443	14.6%	0.105	3.4%	88%	True	False	20,136
40	3.190	2.650	0.540	17.8%	0.102	3.3%	72%	False	False	18,026
60	3.190	2.566	0.624	20.5%	0.087	2.9%	76%	False	False	15,371
80	3.190	2.566	0.624	20.5%	0.082	2.7%	76%	False	False	12,932

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.024
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.514
2.618	3.352
1.618	3.253
1.000	3.192
0.618	3.154
HIGH	3.093
0.618	3.055
0.500	3.044
0.382	3.032
LOW	2.994
0.618	2.933
1.000	2.895
1.618	2.834
2.618	2.735
4.250	2.573

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	3.044	3.028
PP	3.042	3.017
S1	3.040	3.007

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

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