NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 03-Jul-2012

Day Change Summary
	Previous	Current
	02-Jul-2012	03-Jul-2012	Change	Change %	Previous Week
Open	3.491	3.513	0.022	0.6%	3.465
High	3.519	3.566	0.047	1.3%	3.605
Low	3.446	3.480	0.034	1.0%	3.394
Close	3.503	3.566	0.063	1.8%	3.499
Range	0.073	0.086	0.013	17.8%	0.211
ATR	0.100	0.099	-0.001	-1.0%	0.000
Volume	23,066	9,873	-13,193	-57.2%	100,265

Daily Pivots for day following 03-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.795	3.767	3.613
R3	3.709	3.681	3.590
R2	3.623	3.623	3.582
R1	3.595	3.595	3.574	3.609
PP	3.537	3.537	3.537	3.545
S1	3.509	3.509	3.558	3.523
S2	3.451	3.451	3.550
S3	3.365	3.423	3.542
S4	3.279	3.337	3.519

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	5.9%	0.109	3.0%	82%	False	False	20,507
10	3.605	3.340	0.265	7.4%	0.101	2.8%	85%	False	False	20,049
20	3.605	3.114	0.491	13.8%	0.100	2.8%	92%	False	False	19,463
40	3.620	3.114	0.506	14.2%	0.094	2.6%	89%	False	False	17,970

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.932
2.618	3.791
1.618	3.705
1.000	3.652
0.618	3.619
HIGH	3.566
0.618	3.533
0.500	3.523
0.382	3.513
LOW	3.480
0.618	3.427
1.000	3.394
1.618	3.341
2.618	3.255
4.250	3.115

Fisher Pivots for day following 03-Jul-2012
Pivot	1 day	3 day
R1	3.552	3.543
PP	3.537	3.519
S1	3.523	3.496

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

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