NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 13-Jun-2011

Day Change Summary
	Previous	Current
	10-Jun-2011	13-Jun-2011	Change	Change %	Previous Week
Open	4.884	4.979	0.095	1.9%	4.952
High	4.965	4.993	0.028	0.6%	5.106
Low	4.877	4.806	-0.071	-1.5%	4.847
Close	4.952	4.852	-0.100	-2.0%	4.952
Range	0.088	0.187	0.099	112.5%	0.259
ATR	0.121	0.126	0.005	3.9%	0.000
Volume	26,291	16,226	-10,065	-38.3%	103,176

Daily Pivots for day following 13-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.445	5.335	4.955
R3	5.258	5.148	4.903
R2	5.071	5.071	4.886
R1	4.961	4.961	4.869	4.923
PP	4.884	4.884	4.884	4.864
S1	4.774	4.774	4.835	4.736
S2	4.697	4.697	4.818
S3	4.510	4.587	4.801
S4	4.323	4.400	4.749

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	4.806	0.300	6.2%	0.137	2.8%	15%	False	True	20,337
10	5.106	4.779	0.327	6.7%	0.121	2.5%	22%	False	False	20,405
20	5.106	4.443	0.663	13.7%	0.122	2.5%	62%	False	False	13,936
40	5.106	4.443	0.663	13.7%	0.115	2.4%	62%	False	False	12,492
60	5.106	4.443	0.663	13.7%	0.112	2.3%	62%	False	False	10,681
80	5.106	4.243	0.863	17.8%	0.111	2.3%	71%	False	False	9,077

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.788
2.618	5.483
1.618	5.296
1.000	5.180
0.618	5.109
HIGH	4.993
0.618	4.922
0.500	4.900
0.382	4.877
LOW	4.806
0.618	4.690
1.000	4.619
1.618	4.503
2.618	4.316
4.250	4.011

Fisher Pivots for day following 13-Jun-2011
Pivot	1 day	3 day
R1	4.900	4.956
PP	4.884	4.921
S1	4.868	4.887

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

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