NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 22-Jun-2012

Day Change Summary
	Previous	Current
	21-Jun-2012	22-Jun-2012	Change	Change %	Previous Week
Open	3.420	3.399	-0.021	-0.6%	3.322
High	3.440	3.441	0.001	0.0%	3.445
Low	3.345	3.340	-0.005	-0.1%	3.295
Close	3.385	3.427	0.042	1.2%	3.427
Range	0.095	0.101	0.006	6.3%	0.150
ATR	0.098	0.098	0.000	0.3%	0.000
Volume	20,575	26,705	6,130	29.8%	110,659

Daily Pivots for day following 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.706	3.667	3.483
R3	3.605	3.566	3.455
R2	3.504	3.504	3.446
R1	3.465	3.465	3.436	3.485
PP	3.403	3.403	3.403	3.412
S1	3.364	3.364	3.418	3.384
S2	3.302	3.302	3.408
S3	3.201	3.263	3.399
S4	3.100	3.162	3.371

Weekly Pivots for week ending 22-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.839	3.783	3.510
R3	3.689	3.633	3.468
R2	3.539	3.539	3.455
R1	3.483	3.483	3.441	3.511
PP	3.389	3.389	3.389	3.403
S1	3.333	3.333	3.413	3.361
S2	3.239	3.239	3.400
S3	3.089	3.183	3.386
S4	2.939	3.033	3.345

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.445	3.295	0.150	4.4%	0.105	3.1%	88%	False	False	22,131
10	3.445	3.114	0.331	9.7%	0.103	3.0%	95%	False	False	21,061
20	3.471	3.114	0.357	10.4%	0.095	2.8%	88%	False	False	18,310
40	3.620	3.114	0.506	14.8%	0.091	2.7%	62%	False	False	16,995

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.870
2.618	3.705
1.618	3.604
1.000	3.542
0.618	3.503
HIGH	3.441
0.618	3.402
0.500	3.391
0.382	3.379
LOW	3.340
0.618	3.278
1.000	3.239
1.618	3.177
2.618	3.076
4.250	2.911

Fisher Pivots for day following 22-Jun-2012
Pivot	1 day	3 day
R1	3.415	3.416
PP	3.403	3.404
S1	3.391	3.393

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

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