NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 16-Dec-2011

Day Change Summary
	Previous	Current
	15-Dec-2011	16-Dec-2011	Change	Change %	Previous Week
Open	3.376	3.349	-0.027	-0.8%	3.467
High	3.414	3.385	-0.029	-0.8%	3.485
Low	3.330	3.321	-0.009	-0.3%	3.321
Close	3.356	3.353	-0.003	-0.1%	3.353
Range	0.084	0.064	-0.020	-23.8%	0.164
ATR	0.092	0.090	-0.002	-2.2%	0.000
Volume	8,346	4,737	-3,609	-43.2%	30,647

Daily Pivots for day following 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.545	3.513	3.388
R3	3.481	3.449	3.371
R2	3.417	3.417	3.365
R1	3.385	3.385	3.359	3.401
PP	3.353	3.353	3.353	3.361
S1	3.321	3.321	3.347	3.337
S2	3.289	3.289	3.341
S3	3.225	3.257	3.335
S4	3.161	3.193	3.318

Weekly Pivots for week ending 16-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.878	3.780	3.443
R3	3.714	3.616	3.398
R2	3.550	3.550	3.383
R1	3.452	3.452	3.368	3.419
PP	3.386	3.386	3.386	3.370
S1	3.288	3.288	3.338	3.255
S2	3.222	3.222	3.323
S3	3.058	3.124	3.308
S4	2.894	2.960	3.263

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.485	3.321	0.164	4.9%	0.075	2.2%	20%	False	True	6,129
10	3.734	3.321	0.413	12.3%	0.086	2.6%	8%	False	True	5,677
20	3.851	3.321	0.530	15.8%	0.089	2.7%	6%	False	True	5,083
40	4.118	3.321	0.797	23.8%	0.087	2.6%	4%	False	True	3,929
60	4.344	3.321	1.023	30.5%	0.085	2.5%	3%	False	True	3,162

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Bull Hook	False
Stretch	0.013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	3.657
2.618	3.553
1.618	3.489
1.000	3.449
0.618	3.425
HIGH	3.385
0.618	3.361
0.500	3.353
0.382	3.345
LOW	3.321
0.618	3.281
1.000	3.257
1.618	3.217
2.618	3.153
4.250	3.049

Fisher Pivots for day following 16-Dec-2011
Pivot	1 day	3 day
R1	3.353	3.394
PP	3.353	3.380
S1	3.353	3.367

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

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