NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	3.101	3.035	-0.066	-2.1%	3.093
High	3.102	3.086	-0.016	-0.5%	3.193
Low	3.045	3.003	-0.042	-1.4%	3.045
Close	3.056	3.057	0.001	0.0%	3.116
Range	0.057	0.083	0.026	45.6%	0.148
ATR	0.089	0.089	0.000	-0.5%	0.000
Volume	11,087	17,805	6,718	60.6%	56,542

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.298	3.260	3.103
R3	3.215	3.177	3.080
R2	3.132	3.132	3.072
R1	3.094	3.094	3.065	3.113
PP	3.049	3.049	3.049	3.058
S1	3.011	3.011	3.049	3.030
S2	2.966	2.966	3.042
S3	2.883	2.928	3.034
S4	2.800	2.845	3.011

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	3.003	0.190	6.2%	0.082	2.7%	28%	False	True	12,668
10	3.213	3.003	0.210	6.9%	0.085	2.8%	26%	False	True	12,153
20	3.479	3.003	0.476	15.6%	0.092	3.0%	11%	False	True	11,929
40	3.479	2.909	0.570	18.6%	0.084	2.7%	26%	False	False	10,828
60	3.479	2.909	0.570	18.6%	0.077	2.5%	26%	False	False	9,471

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.021
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.439
2.618	3.303
1.618	3.220
1.000	3.169
0.618	3.137
HIGH	3.086
0.618	3.054
0.500	3.045
0.382	3.035
LOW	3.003
0.618	2.952
1.000	2.920
1.618	2.869
2.618	2.786
4.250	2.650

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	3.053	3.067
PP	3.049	3.064
S1	3.045	3.060

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

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