NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 14-Jun-2012

Day Change Summary
	Previous	Current
	13-Jun-2012	14-Jun-2012	Change	Change %	Previous Week
Open	3.187	3.149	-0.038	-1.2%	3.238
High	3.189	3.355	0.166	5.2%	3.338
Low	3.149	3.114	-0.035	-1.1%	3.193
Close	3.160	3.345	0.185	5.9%	3.264
Range	0.040	0.241	0.201	502.5%	0.145
ATR	0.084	0.096	0.011	13.2%	0.000
Volume	17,966	11,832	-6,134	-34.1%	73,538

Daily Pivots for day following 14-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.994	3.911	3.478
R3	3.753	3.670	3.411
R2	3.512	3.512	3.389
R1	3.429	3.429	3.367	3.471
PP	3.271	3.271	3.271	3.292
S1	3.188	3.188	3.323	3.230
S2	3.030	3.030	3.301
S3	2.789	2.947	3.279
S4	2.548	2.706	3.212

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.700	3.627	3.344
R3	3.555	3.482	3.304
R2	3.410	3.410	3.291
R1	3.337	3.337	3.277	3.374
PP	3.265	3.265	3.265	3.283
S1	3.192	3.192	3.251	3.229
S2	3.120	3.120	3.237
S3	2.975	3.047	3.224
S4	2.830	2.902	3.184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.355	3.114	0.241	7.2%	0.102	3.0%	96%	True	True	17,344
10	3.355	3.114	0.241	7.2%	0.088	2.6%	96%	True	True	15,871
20	3.620	3.114	0.506	15.1%	0.093	2.8%	46%	False	True	17,603
40	3.620	3.062	0.558	16.7%	0.085	2.5%	51%	False	False	15,191

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 41 trading days

Fibonacci Retracements and Extensions
4.250	4.379
2.618	3.986
1.618	3.745
1.000	3.596
0.618	3.504
HIGH	3.355
0.618	3.263
0.500	3.235
0.382	3.206
LOW	3.114
0.618	2.965
1.000	2.873
1.618	2.724
2.618	2.483
4.250	2.090

Fisher Pivots for day following 14-Jun-2012
Pivot	1 day	3 day
R1	3.308	3.308
PP	3.271	3.271
S1	3.235	3.235

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

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