NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 02-Jul-2012

Day Change Summary
	Previous	Current
	29-Jun-2012	02-Jul-2012	Change	Change %	Previous Week
Open	3.442	3.491	0.049	1.4%	3.465
High	3.508	3.519	0.011	0.3%	3.605
Low	3.426	3.446	0.020	0.6%	3.394
Close	3.499	3.503	0.004	0.1%	3.499
Range	0.082	0.073	-0.009	-11.0%	0.211
ATR	0.102	0.100	-0.002	-2.0%	0.000
Volume	20,013	23,066	3,053	15.3%	100,265

Daily Pivots for day following 02-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.708	3.679	3.543
R3	3.635	3.606	3.523
R2	3.562	3.562	3.516
R1	3.533	3.533	3.510	3.548
PP	3.489	3.489	3.489	3.497
S1	3.460	3.460	3.496	3.475
S2	3.416	3.416	3.490
S3	3.343	3.387	3.483
S4	3.270	3.314	3.463

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%	0.107	3.1%	52%	False	False	21,678
10	3.605	3.328	0.277	7.9%	0.103	2.9%	63%	False	False	21,631
20	3.605	3.114	0.491	14.0%	0.099	2.8%	79%	False	False	19,482
40	3.620	3.114	0.506	14.4%	0.094	2.7%	77%	False	False	17,957

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.032
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	3.829
2.618	3.710
1.618	3.637
1.000	3.592
0.618	3.564
HIGH	3.519
0.618	3.491
0.500	3.483
0.382	3.474
LOW	3.446
0.618	3.401
1.000	3.373
1.618	3.328
2.618	3.255
4.250	3.136

Fisher Pivots for day following 02-Jul-2012
Pivot	1 day	3 day
R1	3.496	3.490
PP	3.489	3.477
S1	3.483	3.465

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

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