NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 28-Jun-2012

Day Change Summary
	Previous	Current
	27-Jun-2012	28-Jun-2012	Change	Change %	Previous Week
Open	3.370	3.365	-0.005	-0.1%	3.173
High	3.461	3.388	-0.073	-2.1%	3.308
Low	3.300	3.240	-0.060	-1.8%	3.154
Close	3.331	3.288	-0.043	-1.3%	3.288
Range	0.161	0.148	-0.013	-8.1%	0.154
ATR	0.105	0.108	0.003	2.9%	0.000
Volume	9,706	23,469	13,763	141.8%	78,145

Daily Pivots for day following 28-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.749	3.667	3.369
R3	3.601	3.519	3.329
R2	3.453	3.453	3.315
R1	3.371	3.371	3.302	3.338
PP	3.305	3.305	3.305	3.289
S1	3.223	3.223	3.274	3.190
S2	3.157	3.157	3.261
S3	3.009	3.075	3.247
S4	2.861	2.927	3.207

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.712	3.654	3.373
R3	3.558	3.500	3.330
R2	3.404	3.404	3.316
R1	3.346	3.346	3.302	3.375
PP	3.250	3.250	3.250	3.265
S1	3.192	3.192	3.274	3.221
S2	3.096	3.096	3.260
S3	2.942	3.038	3.246
S4	2.788	2.884	3.203

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.461	3.198	0.263	8.0%	0.123	3.7%	34%	False	False	16,400
10	3.461	3.143	0.318	9.7%	0.115	3.5%	46%	False	False	16,188
20	3.461	2.962	0.499	15.2%	0.104	3.2%	65%	False	False	14,576
40	3.479	2.962	0.517	15.7%	0.099	3.0%	63%	False	False	12,675
60	3.479	2.909	0.570	17.3%	0.087	2.6%	66%	False	False	11,586

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.028
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.017
2.618	3.775
1.618	3.627
1.000	3.536
0.618	3.479
HIGH	3.388
0.618	3.331
0.500	3.314
0.382	3.297
LOW	3.240
0.618	3.149
1.000	3.092
1.618	3.001
2.618	2.853
4.250	2.611

Fisher Pivots for day following 28-Jun-2012
Pivot	1 day	3 day
R1	3.314	3.351
PP	3.305	3.330
S1	3.297	3.309

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

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