NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 20-Jun-2012

Day Change Summary
	Previous	Current
	19-Jun-2012	20-Jun-2012	Change	Change %	Previous Week
Open	3.430	3.357	-0.073	-2.1%	3.240
High	3.430	3.445	0.015	0.4%	3.374
Low	3.328	3.342	0.014	0.4%	3.114
Close	3.362	3.369	0.007	0.2%	3.320
Range	0.102	0.103	0.001	1.0%	0.260
ATR	0.097	0.098	0.000	0.4%	0.000
Volume	25,690	20,010	-5,680	-22.1%	99,958

Daily Pivots for day following 20-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.694	3.635	3.426
R3	3.591	3.532	3.397
R2	3.488	3.488	3.388
R1	3.429	3.429	3.378	3.459
PP	3.385	3.385	3.385	3.400
S1	3.326	3.326	3.360	3.356
S2	3.282	3.282	3.350
S3	3.179	3.223	3.341
S4	3.076	3.120	3.312

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	3.445	3.114	0.331	9.8%	0.131	3.9%	77%	True	False	22,410
10	3.445	3.114	0.331	9.8%	0.103	3.1%	77%	True	False	19,791
20	3.542	3.114	0.428	12.7%	0.093	2.7%	60%	False	False	18,107
40	3.620	3.114	0.506	15.0%	0.091	2.7%	50%	False	False	16,520

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.883
2.618	3.715
1.618	3.612
1.000	3.548
0.618	3.509
HIGH	3.445
0.618	3.406
0.500	3.394
0.382	3.381
LOW	3.342
0.618	3.278
1.000	3.239
1.618	3.175
2.618	3.072
4.250	2.904

Fisher Pivots for day following 20-Jun-2012
Pivot	1 day	3 day
R1	3.394	3.370
PP	3.385	3.370
S1	3.377	3.369

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

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