NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 03-Jun-2011

Day Change Summary
	Previous	Current
	02-Jun-2011	03-Jun-2011	Change	Change %	Previous Week
Open	4.884	4.958	0.074	1.5%	4.779
High	5.013	4.958	-0.055	-1.1%	5.013
Low	4.856	4.866	0.010	0.2%	4.779
Close	4.956	4.882	-0.074	-1.5%	4.882
Range	0.157	0.092	-0.065	-41.4%	0.234
ATR	0.121	0.119	-0.002	-1.7%	0.000
Volume	12,619	37,764	25,145	199.3%	84,648

Daily Pivots for day following 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.178	5.122	4.933
R3	5.086	5.030	4.907
R2	4.994	4.994	4.899
R1	4.938	4.938	4.890	4.920
PP	4.902	4.902	4.902	4.893
S1	4.846	4.846	4.874	4.828
S2	4.810	4.810	4.865
S3	4.718	4.754	4.857
S4	4.626	4.662	4.831

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.593	5.472	5.011
R3	5.359	5.238	4.946
R2	5.125	5.125	4.925
R1	5.004	5.004	4.903	5.065
PP	4.891	4.891	4.891	4.922
S1	4.770	4.770	4.861	4.831
S2	4.657	4.657	4.839
S3	4.423	4.536	4.818
S4	4.189	4.302	4.753

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.013	4.621	0.392	8.0%	0.120	2.5%	67%	False	False	19,178
10	5.013	4.443	0.570	11.7%	0.125	2.6%	77%	False	False	13,332
20	5.013	4.443	0.570	11.7%	0.115	2.3%	77%	False	False	12,160
40	5.015	4.443	0.572	11.7%	0.110	2.3%	77%	False	False	10,412
60	5.015	4.307	0.708	14.5%	0.111	2.3%	81%	False	False	9,037
80	5.015	4.243	0.772	15.8%	0.106	2.2%	83%	False	False	7,825

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.018
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.349
2.618	5.199
1.618	5.107
1.000	5.050
0.618	5.015
HIGH	4.958
0.618	4.923
0.500	4.912
0.382	4.901
LOW	4.866
0.618	4.809
1.000	4.774
1.618	4.717
2.618	4.625
4.250	4.475

Fisher Pivots for day following 03-Jun-2011
Pivot	1 day	3 day
R1	4.912	4.917
PP	4.902	4.905
S1	4.892	4.894

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

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