NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 29-Jun-2012

Day Change Summary
	Previous	Current
	28-Jun-2012	29-Jun-2012	Change	Change %	Previous Week
Open	3.450	3.442	-0.008	-0.2%	3.465
High	3.535	3.508	-0.027	-0.8%	3.605
Low	3.394	3.426	0.032	0.9%	3.394
Close	3.430	3.499	0.069	2.0%	3.499
Range	0.141	0.082	-0.059	-41.8%	0.211
ATR	0.103	0.102	-0.002	-1.5%	0.000
Volume	35,110	20,013	-15,097	-43.0%	100,265

Daily Pivots for day following 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.724	3.693	3.544
R3	3.642	3.611	3.522
R2	3.560	3.560	3.514
R1	3.529	3.529	3.507	3.545
PP	3.478	3.478	3.478	3.485
S1	3.447	3.447	3.491	3.463
S2	3.396	3.396	3.484
S3	3.314	3.365	3.476
S4	3.232	3.283	3.454

Weekly Pivots for week ending 29-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.132	4.027	3.615
R3	3.921	3.816	3.557
R2	3.710	3.710	3.538
R1	3.605	3.605	3.518	3.658
PP	3.499	3.499	3.499	3.526
S1	3.394	3.394	3.480	3.447
S2	3.288	3.288	3.460
S3	3.077	3.183	3.441
S4	2.866	2.972	3.383

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.605	3.394	0.211	6.0%	0.110	3.1%	50%	False	False	20,053
10	3.605	3.295	0.310	8.9%	0.108	3.1%	66%	False	False	21,092
20	3.605	3.114	0.491	14.0%	0.100	2.8%	78%	False	False	19,221
40	3.620	3.114	0.506	14.5%	0.094	2.7%	76%	False	False	17,660

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.032
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.857
2.618	3.723
1.618	3.641
1.000	3.590
0.618	3.559
HIGH	3.508
0.618	3.477
0.500	3.467
0.382	3.457
LOW	3.426
0.618	3.375
1.000	3.344
1.618	3.293
2.618	3.211
4.250	3.078

Fisher Pivots for day following 29-Jun-2012
Pivot	1 day	3 day
R1	3.488	3.500
PP	3.478	3.499
S1	3.467	3.499

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

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