NYMEX Natural Gas Future January 2013

Trading Metrics calculated at close of trading on 05-Jul-2012

Day Change Summary
	Previous	Current
	03-Jul-2012	05-Jul-2012	Change	Change %	Previous Week
Open	3.513	3.573	0.060	1.7%	3.465
High	3.566	3.620	0.054	1.5%	3.605
Low	3.480	3.540	0.060	1.7%	3.394
Close	3.566	3.583	0.017	0.5%	3.499
Range	0.086	0.080	-0.006	-7.0%	0.211
ATR	0.099	0.097	-0.001	-1.4%	0.000
Volume	9,873	9,857	-16	-0.2%	100,265

Daily Pivots for day following 05-Jul-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.821	3.782	3.627
R3	3.741	3.702	3.605
R2	3.661	3.661	3.598
R1	3.622	3.622	3.590	3.642
PP	3.581	3.581	3.581	3.591
S1	3.542	3.542	3.576	3.562
S2	3.501	3.501	3.568
S3	3.421	3.462	3.561
S4	3.341	3.382	3.539

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	3.620	3.394	0.226	6.3%	0.092	2.6%	84%	True	False	19,583
10	3.620	3.340	0.280	7.8%	0.099	2.8%	87%	True	False	19,034
20	3.620	3.114	0.506	14.1%	0.101	2.8%	93%	True	False	19,412
40	3.620	3.114	0.506	14.1%	0.093	2.6%	93%	True	False	18,012

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.037
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.960
2.618	3.829
1.618	3.749
1.000	3.700
0.618	3.669
HIGH	3.620
0.618	3.589
0.500	3.580
0.382	3.571
LOW	3.540
0.618	3.491
1.000	3.460
1.618	3.411
2.618	3.331
4.250	3.200

Fisher Pivots for day following 05-Jul-2012
Pivot	1 day	3 day
R1	3.582	3.566
PP	3.581	3.550
S1	3.580	3.533

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

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