NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	3.279	3.208	-0.071	-2.2%	3.101
High	3.290	3.308	0.018	0.5%	3.232
Low	3.181	3.193	0.012	0.4%	2.962
Close	3.212	3.224	0.012	0.4%	3.171
Range	0.109	0.115	0.006	5.5%	0.270
ATR	0.100	0.101	0.001	1.1%	0.000
Volume	13,530	11,440	-2,090	-15.4%	80,709

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.587	3.520	3.287
R3	3.472	3.405	3.256
R2	3.357	3.357	3.245
R1	3.290	3.290	3.235	3.324
PP	3.242	3.242	3.242	3.258
S1	3.175	3.175	3.213	3.209
S2	3.127	3.127	3.203
S3	3.012	3.060	3.192
S4	2.897	2.945	3.161

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.932	3.821	3.320
R3	3.662	3.551	3.245
R2	3.392	3.392	3.221
R1	3.281	3.281	3.196	3.337
PP	3.122	3.122	3.122	3.149
S1	3.011	3.011	3.146	3.067
S2	2.852	2.852	3.122
S3	2.582	2.741	3.097
S4	2.312	2.471	3.023

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.308	2.962	0.346	10.7%	0.136	4.2%	76%	True	False	14,107
10	3.308	2.962	0.346	10.7%	0.107	3.3%	76%	True	False	14,429
20	3.405	2.962	0.443	13.7%	0.097	3.0%	59%	False	False	12,703
40	3.479	2.962	0.517	16.0%	0.096	3.0%	51%	False	False	11,665
60	3.479	2.909	0.570	17.7%	0.082	2.5%	55%	False	False	10,505

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	0.019
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.797
2.618	3.609
1.618	3.494
1.000	3.423
0.618	3.379
HIGH	3.308
0.618	3.264
0.500	3.251
0.382	3.237
LOW	3.193
0.618	3.122
1.000	3.078
1.618	3.007
2.618	2.892
4.250	2.704

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	3.251	3.231
PP	3.242	3.229
S1	3.233	3.226

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

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