NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 24-Dec-2012

Day Change Summary
	Previous	Current
	21-Dec-2012	24-Dec-2012	Change	Change %	Previous Week
Open	3.630	3.591	-0.039	-1.1%	3.497
High	3.655	3.591	-0.064	-1.8%	3.655
Low	3.591	3.524	-0.067	-1.9%	3.461
Close	3.621	3.539	-0.082	-2.3%	3.621
Range	0.064	0.067	0.003	4.7%	0.194
ATR	0.096	0.096	0.000	0.1%	0.000
Volume	6,267	6,037	-230	-3.7%	23,085

Daily Pivots for day following 24-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.752	3.713	3.576
R3	3.685	3.646	3.557
R2	3.618	3.618	3.551
R1	3.579	3.579	3.545	3.565
PP	3.551	3.551	3.551	3.545
S1	3.512	3.512	3.533	3.498
S2	3.484	3.484	3.527
S3	3.417	3.445	3.521
S4	3.350	3.378	3.502

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.161	4.085	3.728
R3	3.967	3.891	3.674
R2	3.773	3.773	3.657
R1	3.697	3.697	3.639	3.735
PP	3.579	3.579	3.579	3.598
S1	3.503	3.503	3.603	3.541
S2	3.385	3.385	3.585
S3	3.191	3.309	3.568
S4	2.997	3.115	3.514

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.655	3.477	0.178	5.0%	0.090	2.5%	35%	False	False	4,819
10	3.655	3.450	0.205	5.8%	0.084	2.4%	43%	False	False	6,323
20	3.947	3.450	0.497	14.0%	0.093	2.6%	18%	False	False	5,314
40	4.035	3.450	0.585	16.5%	0.089	2.5%	15%	False	False	3,963
60	4.035	3.450	0.585	16.5%	0.085	2.4%	15%	False	False	3,546

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.876
2.618	3.766
1.618	3.699
1.000	3.658
0.618	3.632
HIGH	3.591
0.618	3.565
0.500	3.558
0.382	3.550
LOW	3.524
0.618	3.483
1.000	3.457
1.618	3.416
2.618	3.349
4.250	3.239

Fisher Pivots for day following 24-Dec-2012
Pivot	1 day	3 day
R1	3.558	3.588
PP	3.551	3.571
S1	3.545	3.555

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

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