NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	3.084	3.101	0.017	0.6%	3.093
High	3.131	3.102	-0.029	-0.9%	3.193
Low	3.045	3.045	0.000	0.0%	3.045
Close	3.116	3.056	-0.060	-1.9%	3.116
Range	0.086	0.057	-0.029	-33.7%	0.148
ATR	0.091	0.089	-0.001	-1.5%	0.000
Volume	19,150	11,087	-8,063	-42.1%	56,542

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.239	3.204	3.087
R3	3.182	3.147	3.072
R2	3.125	3.125	3.066
R1	3.090	3.090	3.061	3.079
PP	3.068	3.068	3.068	3.062
S1	3.033	3.033	3.051	3.022
S2	3.011	3.011	3.046
S3	2.954	2.976	3.040
S4	2.897	2.919	3.025

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.562	3.487	3.197
R3	3.414	3.339	3.157
R2	3.266	3.266	3.143
R1	3.191	3.191	3.130	3.229
PP	3.118	3.118	3.118	3.137
S1	3.043	3.043	3.102	3.081
S2	2.970	2.970	3.089
S3	2.822	2.895	3.075
S4	2.674	2.747	3.035

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.193	3.045	0.148	4.8%	0.080	2.6%	7%	False	True	10,801
10	3.260	3.045	0.215	7.0%	0.088	2.9%	5%	False	True	11,413
20	3.479	3.045	0.434	14.2%	0.093	3.0%	3%	False	True	11,597
40	3.479	2.909	0.570	18.7%	0.083	2.7%	26%	False	False	10,602
60	3.479	2.909	0.570	18.7%	0.077	2.5%	26%	False	False	9,385

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.020
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	3.344
2.618	3.251
1.618	3.194
1.000	3.159
0.618	3.137
HIGH	3.102
0.618	3.080
0.500	3.074
0.382	3.067
LOW	3.045
0.618	3.010
1.000	2.988
1.618	2.953
2.618	2.896
4.250	2.803

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	3.074	3.113
PP	3.068	3.094
S1	3.062	3.075

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

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