NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 01-Jun-2011

Day Change Summary
	Previous	Current
	31-May-2011	01-Jun-2011	Change	Change %	Previous Week
Open	4.779	4.881	0.102	2.1%	4.579
High	4.900	4.886	-0.014	-0.3%	4.787
Low	4.779	4.820	0.041	0.9%	4.552
Close	4.877	4.849	-0.028	-0.6%	4.759
Range	0.121	0.066	-0.055	-45.5%	0.235
ATR	0.121	0.117	-0.004	-3.3%	0.000
Volume	13,472	20,793	7,321	54.3%	40,314

Daily Pivots for day following 01-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.050	5.015	4.885
R3	4.984	4.949	4.867
R2	4.918	4.918	4.861
R1	4.883	4.883	4.855	4.868
PP	4.852	4.852	4.852	4.844
S1	4.817	4.817	4.843	4.802
S2	4.786	4.786	4.837
S3	4.720	4.751	4.831
S4	4.654	4.685	4.813

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.404	5.317	4.888
R3	5.169	5.082	4.824
R2	4.934	4.934	4.802
R1	4.847	4.847	4.781	4.891
PP	4.699	4.699	4.699	4.721
S1	4.612	4.612	4.737	4.656
S2	4.464	4.464	4.716
S3	4.229	4.377	4.694
S4	3.994	4.142	4.630

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.900	4.552	0.348	7.2%	0.115	2.4%	85%	False	False	12,180
10	4.900	4.443	0.457	9.4%	0.114	2.3%	89%	False	False	9,487
20	4.980	4.443	0.537	11.1%	0.124	2.6%	76%	False	False	10,631
40	5.015	4.443	0.572	11.8%	0.109	2.2%	71%	False	False	9,415
60	5.015	4.307	0.708	14.6%	0.110	2.3%	77%	False	False	8,402
80	5.015	4.243	0.772	15.9%	0.105	2.2%	78%	False	False	7,283

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	5.167
2.618	5.059
1.618	4.993
1.000	4.952
0.618	4.927
HIGH	4.886
0.618	4.861
0.500	4.853
0.382	4.845
LOW	4.820
0.618	4.779
1.000	4.754
1.618	4.713
2.618	4.647
4.250	4.540

Fisher Pivots for day following 01-Jun-2011
Pivot	1 day	3 day
R1	4.853	4.820
PP	4.852	4.790
S1	4.850	4.761

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

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