NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 21-Jun-2012

Day Change Summary
	Previous	Current
	20-Jun-2012	21-Jun-2012	Change	Change %	Previous Week
Open	3.357	3.420	0.063	1.9%	3.240
High	3.445	3.440	-0.005	-0.1%	3.374
Low	3.342	3.345	0.003	0.1%	3.114
Close	3.369	3.385	0.016	0.5%	3.320
Range	0.103	0.095	-0.008	-7.8%	0.260
ATR	0.098	0.098	0.000	-0.2%	0.000
Volume	20,010	20,575	565	2.8%	99,958

Daily Pivots for day following 21-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.675	3.625	3.437
R3	3.580	3.530	3.411
R2	3.485	3.485	3.402
R1	3.435	3.435	3.394	3.413
PP	3.390	3.390	3.390	3.379
S1	3.340	3.340	3.376	3.318
S2	3.295	3.295	3.368
S3	3.200	3.245	3.359
S4	3.105	3.150	3.333

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	3.291	0.154	4.5%	0.102	3.0%	61%	False	False	24,158
10	3.445	3.114	0.331	9.8%	0.102	3.0%	82%	False	False	20,751
20	3.538	3.114	0.424	12.5%	0.094	2.8%	64%	False	False	18,125
40	3.620	3.114	0.506	14.9%	0.091	2.7%	54%	False	False	16,723

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.844
2.618	3.689
1.618	3.594
1.000	3.535
0.618	3.499
HIGH	3.440
0.618	3.404
0.500	3.393
0.382	3.381
LOW	3.345
0.618	3.286
1.000	3.250
1.618	3.191
2.618	3.096
4.250	2.941

Fisher Pivots for day following 21-Jun-2012
Pivot	1 day	3 day
R1	3.393	3.387
PP	3.390	3.386
S1	3.388	3.386

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

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