NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	3.149	3.368	0.219	7.0%	3.240
High	3.355	3.374	0.019	0.6%	3.374
Low	3.114	3.291	0.177	5.7%	3.114
Close	3.345	3.320	-0.025	-0.7%	3.320
Range	0.241	0.083	-0.158	-65.6%	0.260
ATR	0.096	0.095	-0.001	-0.9%	0.000
Volume	11,832	36,839	25,007	211.4%	99,958

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.577	3.532	3.366
R3	3.494	3.449	3.343
R2	3.411	3.411	3.335
R1	3.366	3.366	3.328	3.347
PP	3.328	3.328	3.328	3.319
S1	3.283	3.283	3.312	3.264
S2	3.245	3.245	3.305
S3	3.162	3.200	3.297
S4	3.079	3.117	3.274

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.049	3.945	3.463
R3	3.789	3.685	3.392
R2	3.529	3.529	3.368
R1	3.425	3.425	3.344	3.477
PP	3.269	3.269	3.269	3.296
S1	3.165	3.165	3.296	3.217
S2	3.009	3.009	3.272
S3	2.749	2.905	3.249
S4	2.489	2.645	3.177

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.374	3.114	0.260	7.8%	0.101	3.0%	79%	True	False	19,991
10	3.374	3.114	0.260	7.8%	0.092	2.8%	79%	True	False	17,349
20	3.620	3.114	0.506	15.2%	0.090	2.7%	41%	False	False	18,470
40	3.620	3.062	0.558	16.8%	0.086	2.6%	46%	False	False	15,898

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	True
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.727
2.618	3.591
1.618	3.508
1.000	3.457
0.618	3.425
HIGH	3.374
0.618	3.342
0.500	3.333
0.382	3.323
LOW	3.291
0.618	3.240
1.000	3.208
1.618	3.157
2.618	3.074
4.250	2.938

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	3.333	3.295
PP	3.328	3.269
S1	3.324	3.244

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

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