NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 28-Nov-2011

Day Change Summary
	Previous	Current
	25-Nov-2011	28-Nov-2011	Change	Change %	Previous Week
Open	3.771	3.820	0.049	1.3%	3.615
High	3.810	3.851	0.041	1.1%	3.810
Low	3.716	3.680	-0.036	-1.0%	3.603
Close	3.808	3.689	-0.119	-3.1%	3.808
Range	0.094	0.171	0.077	81.9%	0.207
ATR	0.089	0.095	0.006	6.6%	0.000
Volume	3,738	1,080	-2,658	-71.1%	20,259

Daily Pivots for day following 28-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.253	4.142	3.783
R3	4.082	3.971	3.736
R2	3.911	3.911	3.720
R1	3.800	3.800	3.705	3.770
PP	3.740	3.740	3.740	3.725
S1	3.629	3.629	3.673	3.599
S2	3.569	3.569	3.658
S3	3.398	3.458	3.642
S4	3.227	3.287	3.595

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.361	4.292	3.922
R3	4.154	4.085	3.865
R2	3.947	3.947	3.846
R1	3.878	3.878	3.827	3.913
PP	3.740	3.740	3.740	3.758
S1	3.671	3.671	3.789	3.706
S2	3.533	3.533	3.770
S3	3.326	3.464	3.751
S4	3.119	3.257	3.694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.851	3.603	0.248	6.7%	0.112	3.0%	35%	True	False	4,267
10	3.851	3.585	0.266	7.2%	0.096	2.6%	39%	True	False	4,108
20	4.118	3.585	0.533	14.4%	0.091	2.5%	20%	False	False	3,583
40	4.200	3.585	0.615	16.7%	0.087	2.4%	17%	False	False	2,624

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.024
Widest range in 56 trading days

Fibonacci Retracements and Extensions
4.250	4.578
2.618	4.299
1.618	4.128
1.000	4.022
0.618	3.957
HIGH	3.851
0.618	3.786
0.500	3.766
0.382	3.745
LOW	3.680
0.618	3.574
1.000	3.509
1.618	3.403
2.618	3.232
4.250	2.953

Fisher Pivots for day following 28-Nov-2011
Pivot	1 day	3 day
R1	3.766	3.745
PP	3.740	3.726
S1	3.715	3.708

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

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