NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 20-Dec-2012

Day Change Summary
	Previous	Current
	19-Dec-2012	20-Dec-2012	Change	Change %	Previous Week
Open	3.572	3.520	-0.052	-1.5%	3.622
High	3.572	3.639	0.067	1.9%	3.628
Low	3.477	3.520	0.043	1.2%	3.450
Close	3.517	3.636	0.119	3.4%	3.508
Range	0.095	0.119	0.024	25.3%	0.178
ATR	0.097	0.098	0.002	1.9%	0.000
Volume	4,249	4,260	11	0.3%	41,198

Daily Pivots for day following 20-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.955	3.915	3.701
R3	3.836	3.796	3.669
R2	3.717	3.717	3.658
R1	3.677	3.677	3.647	3.697
PP	3.598	3.598	3.598	3.609
S1	3.558	3.558	3.625	3.578
S2	3.479	3.479	3.614
S3	3.360	3.439	3.603
S4	3.241	3.320	3.571

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.063	3.963	3.606
R3	3.885	3.785	3.557
R2	3.707	3.707	3.541
R1	3.607	3.607	3.524	3.568
PP	3.529	3.529	3.529	3.509
S1	3.429	3.429	3.492	3.390
S2	3.351	3.351	3.475
S3	3.173	3.251	3.459
S4	2.995	3.073	3.410

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.639	3.461	0.178	4.9%	0.098	2.7%	98%	True	False	4,789
10	3.781	3.450	0.331	9.1%	0.090	2.5%	56%	False	False	6,310
20	4.035	3.450	0.585	16.1%	0.095	2.6%	32%	False	False	4,933
40	4.035	3.450	0.585	16.1%	0.090	2.5%	32%	False	False	3,744
60	4.035	3.450	0.585	16.1%	0.085	2.3%	32%	False	False	3,464

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	4.145
2.618	3.951
1.618	3.832
1.000	3.758
0.618	3.713
HIGH	3.639
0.618	3.594
0.500	3.580
0.382	3.565
LOW	3.520
0.618	3.446
1.000	3.401
1.618	3.327
2.618	3.208
4.250	3.014

Fisher Pivots for day following 20-Dec-2012
Pivot	1 day	3 day
R1	3.617	3.610
PP	3.598	3.584
S1	3.580	3.558

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

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