Delta Natural Gas Company, Inc. (NASDAQ: DGAS) today announced it has been added to the Russell 3000 ® Index and Russell 2000 ® Index when Russell Investments reconstituted its comprehensive set of U.S. and global equity indexes on June 22, 2012. “We are pleased to be added to the Russell 2000, which reflects our continued positive momentum and efforts to increase shareholder value,” said Glenn R. Jennings, Chairman of the Board, President and Chief Executive Officer of Delta Natural Gas Company, Inc. Stocks selected by Russell to become members of the Russell 3000 must first qualify as one of the 4,000 largest U.S. stocks as of the end of May based on total market capitalization. Russell annually determines membership for the Russell 3000 and its other equity indexes primarily by objective, market-capitalization rankings and style attributes. The 2,000 stocks with the smallest market capitalization in the Russell 3000 are automatically included in the small-cap Russell 2000 ® Index as well as the appropriate growth and value style indexes. The Russell 3000 also serves as the U.S. component to the Russell Global Index, which Russell launched in 2007. About Delta Natural Gas Delta Natural Gas Company, Inc. is engaged primarily in the distribution, transmission, storage and production of natural gas serving approximately 37,000 customers across 23 Kentucky counties. Delta Natural Gas Company, Inc. owns and operates gas storage facilities and approximately 2,500 miles of natural gas gathering, transmission, distribution and service lines. The Company may be contacted at (859) 744-6171 or 3617 Lexington Road, Winchester, Kentucky 40391. The Company’s website is: www.deltagas.com. Important Notice This press release is for informational purposes only and is not an offer to buy or the solicitation of an offer to sell any shares of the Company. The statements in this press release that are not historical facts may be forward-looking statements. These forward looking statements involve risks and uncertainties that could cause the outcome to be materially different. Additional information about the Company can be found on the Company's website at www.deltagas.com .