NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 25-Jun-2012

Day Change Summary
	Previous	Current
	22-Jun-2012	25-Jun-2012	Change	Change %	Previous Week
Open	3.399	3.465	0.066	1.9%	3.322
High	3.441	3.500	0.059	1.7%	3.445
Low	3.340	3.411	0.071	2.1%	3.295
Close	3.427	3.449	0.022	0.6%	3.427
Range	0.101	0.089	-0.012	-11.9%	0.150
ATR	0.098	0.097	-0.001	-0.6%	0.000
Volume	26,705	14,941	-11,764	-44.1%	110,659

Daily Pivots for day following 25-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.720	3.674	3.498
R3	3.631	3.585	3.473
R2	3.542	3.542	3.465
R1	3.496	3.496	3.457	3.475
PP	3.453	3.453	3.453	3.443
S1	3.407	3.407	3.441	3.386
S2	3.364	3.364	3.433
S3	3.275	3.318	3.425
S4	3.186	3.229	3.400

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	3.500	3.328	0.172	5.0%	0.098	2.8%	70%	True	False	21,584
10	3.500	3.114	0.386	11.2%	0.107	3.1%	87%	True	False	20,768
20	3.500	3.114	0.386	11.2%	0.095	2.8%	87%	True	False	18,119
40	3.620	3.114	0.506	14.7%	0.092	2.7%	66%	False	False	16,834

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.021
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.878
2.618	3.733
1.618	3.644
1.000	3.589
0.618	3.555
HIGH	3.500
0.618	3.466
0.500	3.456
0.382	3.445
LOW	3.411
0.618	3.356
1.000	3.322
1.618	3.267
2.618	3.178
4.250	3.033

Fisher Pivots for day following 25-Jun-2012
Pivot	1 day	3 day
R1	3.456	3.439
PP	3.453	3.430
S1	3.451	3.420

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

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