NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 06-Jun-2012

Day Change Summary
	Previous	Current
	05-Jun-2012	06-Jun-2012	Change	Change %	Previous Week
Open	3.165	3.157	-0.008	-0.3%	3.230
High	3.183	3.193	0.010	0.3%	3.260
Low	3.109	3.124	0.015	0.5%	3.077
Close	3.166	3.160	-0.006	-0.2%	3.090
Range	0.074	0.069	-0.005	-6.8%	0.183
ATR	0.091	0.089	-0.002	-1.7%	0.000
Volume	8,469	6,269	-2,200	-26.0%	46,501

Daily Pivots for day following 06-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.366	3.332	3.198
R3	3.297	3.263	3.179
R2	3.228	3.228	3.173
R1	3.194	3.194	3.166	3.211
PP	3.159	3.159	3.159	3.168
S1	3.125	3.125	3.154	3.142
S2	3.090	3.090	3.147
S3	3.021	3.056	3.141
S4	2.952	2.987	3.122

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.691	3.574	3.191
R3	3.508	3.391	3.140
R2	3.325	3.325	3.124
R1	3.208	3.208	3.107	3.175
PP	3.142	3.142	3.142	3.126
S1	3.025	3.025	3.073	2.992
S2	2.959	2.959	3.056
S3	2.776	2.842	3.040
S4	2.593	2.659	2.989

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.213	3.077	0.136	4.3%	0.084	2.6%	61%	False	False	11,364
10	3.405	3.077	0.328	10.4%	0.087	2.8%	25%	False	False	10,977
20	3.479	3.077	0.402	12.7%	0.091	2.9%	21%	False	False	11,583
40	3.479	2.909	0.570	18.0%	0.081	2.6%	44%	False	False	10,545

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	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.486
2.618	3.374
1.618	3.305
1.000	3.262
0.618	3.236
HIGH	3.193
0.618	3.167
0.500	3.159
0.382	3.150
LOW	3.124
0.618	3.081
1.000	3.055
1.618	3.012
2.618	2.943
4.250	2.831

Fisher Pivots for day following 06-Jun-2012
Pivot	1 day	3 day
R1	3.160	3.152
PP	3.159	3.143
S1	3.159	3.135

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

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