NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	3.343	3.371	0.028	0.8%	3.318
High	3.384	3.431	0.047	1.4%	3.461
Low	3.300	3.342	0.042	1.3%	3.240
Close	3.362	3.429	0.067	2.0%	3.355
Range	0.084	0.089	0.005	6.0%	0.221
ATR	0.105	0.104	-0.001	-1.1%	0.000
Volume	21,556	11,999	-9,557	-44.3%	83,969

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.668	3.637	3.478
R3	3.579	3.548	3.453
R2	3.490	3.490	3.445
R1	3.459	3.459	3.437	3.475
PP	3.401	3.401	3.401	3.408
S1	3.370	3.370	3.421	3.386
S2	3.312	3.312	3.413
S3	3.223	3.281	3.405
S4	3.134	3.192	3.380

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	6.4%	0.114	3.3%	86%	False	False	18,459
10	3.461	3.193	0.268	7.8%	0.109	3.2%	88%	False	False	17,170
20	3.461	2.962	0.499	14.6%	0.106	3.1%	94%	False	False	15,541
40	3.479	2.962	0.517	15.1%	0.100	2.9%	90%	False	False	13,566
60	3.479	2.909	0.570	16.6%	0.089	2.6%	91%	False	False	12,236

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	0.033
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.809
2.618	3.664
1.618	3.575
1.000	3.520
0.618	3.486
HIGH	3.431
0.618	3.397
0.500	3.387
0.382	3.376
LOW	3.342
0.618	3.287
1.000	3.253
1.618	3.198
2.618	3.109
4.250	2.964

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	3.415	3.404
PP	3.401	3.378
S1	3.387	3.353

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

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