NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 10-Jun-2011

Day Change Summary
	Previous	Current
	09-Jun-2011	10-Jun-2011	Change	Change %	Previous Week
Open	5.023	4.884	-0.139	-2.8%	4.952
High	5.106	4.965	-0.141	-2.8%	5.106
Low	4.847	4.877	0.030	0.6%	4.847
Close	4.872	4.952	0.080	1.6%	4.952
Range	0.259	0.088	-0.171	-66.0%	0.259
ATR	0.124	0.121	-0.002	-1.8%	0.000
Volume	20,537	26,291	5,754	28.0%	103,176

Daily Pivots for day following 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.195	5.162	5.000
R3	5.107	5.074	4.976
R2	5.019	5.019	4.968
R1	4.986	4.986	4.960	5.003
PP	4.931	4.931	4.931	4.940
S1	4.898	4.898	4.944	4.915
S2	4.843	4.843	4.936
S3	4.755	4.810	4.928
S4	4.667	4.722	4.904

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	4.847	0.259	5.2%	0.118	2.4%	41%	False	False	20,635
10	5.106	4.621	0.485	9.8%	0.119	2.4%	68%	False	False	19,906
20	5.106	4.443	0.663	13.4%	0.117	2.4%	77%	False	False	13,742
40	5.106	4.443	0.663	13.4%	0.115	2.3%	77%	False	False	12,262
60	5.106	4.443	0.663	13.4%	0.112	2.3%	77%	False	False	10,464
80	5.106	4.243	0.863	17.4%	0.109	2.2%	82%	False	False	8,895

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	0.024
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.339
2.618	5.195
1.618	5.107
1.000	5.053
0.618	5.019
HIGH	4.965
0.618	4.931
0.500	4.921
0.382	4.911
LOW	4.877
0.618	4.823
1.000	4.789
1.618	4.735
2.618	4.647
4.250	4.503

Fisher Pivots for day following 10-Jun-2011
Pivot	1 day	3 day
R1	4.942	4.977
PP	4.931	4.968
S1	4.921	4.960

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

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