NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	3.365	3.298	-0.067	-2.0%	3.318
High	3.388	3.365	-0.023	-0.7%	3.461
Low	3.240	3.275	0.035	1.1%	3.240
Close	3.288	3.355	0.067	2.0%	3.355
Range	0.148	0.090	-0.058	-39.2%	0.221
ATR	0.108	0.107	-0.001	-1.2%	0.000
Volume	23,469	25,565	2,096	8.9%	83,969

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.602	3.568	3.405
R3	3.512	3.478	3.380
R2	3.422	3.422	3.372
R1	3.388	3.388	3.363	3.405
PP	3.332	3.332	3.332	3.340
S1	3.298	3.298	3.347	3.315
S2	3.242	3.242	3.339
S3	3.152	3.208	3.330
S4	3.062	3.118	3.306

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.015	3.906	3.477
R3	3.794	3.685	3.416
R2	3.573	3.573	3.396
R1	3.464	3.464	3.375	3.519
PP	3.352	3.352	3.352	3.379
S1	3.243	3.243	3.335	3.298
S2	3.131	3.131	3.314
S3	2.910	3.022	3.294
S4	2.689	2.801	3.233

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.461	3.240	0.221	6.6%	0.120	3.6%	52%	False	False	16,793
10	3.461	3.154	0.307	9.2%	0.115	3.4%	65%	False	False	16,211
20	3.461	2.962	0.499	14.9%	0.105	3.1%	79%	False	False	14,968
40	3.479	2.962	0.517	15.4%	0.100	3.0%	76%	False	False	13,078
60	3.479	2.909	0.570	17.0%	0.088	2.6%	78%	False	False	11,897

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	3.748
2.618	3.601
1.618	3.511
1.000	3.455
0.618	3.421
HIGH	3.365
0.618	3.331
0.500	3.320
0.382	3.309
LOW	3.275
0.618	3.219
1.000	3.185
1.618	3.129
2.618	3.039
4.250	2.893

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	3.343	3.354
PP	3.332	3.352
S1	3.320	3.351

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

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