NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	4.851	4.765	-0.086	-1.8%	4.952
High	4.863	4.817	-0.046	-0.9%	5.106
Low	4.772	4.740	-0.032	-0.7%	4.847
Close	4.793	4.796	0.003	0.1%	4.952
Range	0.091	0.077	-0.014	-15.4%	0.259
ATR	0.124	0.120	-0.003	-2.7%	0.000
Volume	20,444	12,914	-7,530	-36.8%	103,176

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.015	4.983	4.838
R3	4.938	4.906	4.817
R2	4.861	4.861	4.810
R1	4.829	4.829	4.803	4.845
PP	4.784	4.784	4.784	4.793
S1	4.752	4.752	4.789	4.768
S2	4.707	4.707	4.782
S3	4.630	4.675	4.775
S4	4.553	4.598	4.754

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.745	5.608	5.094
R3	5.486	5.349	5.023
R2	5.227	5.227	4.999
R1	5.090	5.090	4.976	5.082
PP	4.968	4.968	4.968	4.964
S1	4.831	4.831	4.928	4.823
S2	4.709	4.709	4.905
S3	4.450	4.572	4.881
S4	4.191	4.313	4.810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.106	4.740	0.366	7.6%	0.140	2.9%	15%	False	True	19,282
10	5.106	4.740	0.366	7.6%	0.119	2.5%	15%	False	True	20,314
20	5.106	4.443	0.663	13.8%	0.117	2.4%	53%	False	False	14,900
40	5.106	4.443	0.663	13.8%	0.114	2.4%	53%	False	False	12,912
60	5.106	4.443	0.663	13.8%	0.112	2.3%	53%	False	False	11,040
80	5.106	4.243	0.863	18.0%	0.111	2.3%	64%	False	False	9,416

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	True
Bull Hook	False
Stretch	0.025
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.144
2.618	5.019
1.618	4.942
1.000	4.894
0.618	4.865
HIGH	4.817
0.618	4.788
0.500	4.779
0.382	4.769
LOW	4.740
0.618	4.692
1.000	4.663
1.618	4.615
2.618	4.538
4.250	4.413

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	4.790	4.867
PP	4.784	4.843
S1	4.779	4.820

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

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