NYMEX Natural Gas Future November 2011

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	3.601	3.660	0.059	1.6%	3.730
High	3.700	3.693	-0.007	-0.2%	3.777
Low	3.581	3.564	-0.017	-0.5%	3.532
Close	3.658	3.590	-0.068	-1.9%	3.629
Range	0.119	0.129	0.010	8.4%	0.245
ATR	0.123	0.123	0.000	0.3%	0.000
Volume	80,798	56,948	-23,850	-29.5%	617,216

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.003	3.925	3.661
R3	3.874	3.796	3.625
R2	3.745	3.745	3.614
R1	3.667	3.667	3.602	3.642
PP	3.616	3.616	3.616	3.603
S1	3.538	3.538	3.578	3.513
S2	3.487	3.487	3.566
S3	3.358	3.409	3.555
S4	3.229	3.280	3.519

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.381	4.250	3.764
R3	4.136	4.005	3.696
R2	3.891	3.891	3.674
R1	3.760	3.760	3.651	3.703
PP	3.646	3.646	3.646	3.618
S1	3.515	3.515	3.607	3.458
S2	3.401	3.401	3.584
S3	3.156	3.270	3.562
S4	2.911	3.025	3.494

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.724	3.549	0.175	4.9%	0.117	3.3%	23%	False	False	96,310
10	3.777	3.447	0.330	9.2%	0.133	3.7%	43%	False	False	115,144
20	3.837	3.447	0.390	10.9%	0.128	3.6%	37%	False	False	121,721
40	4.243	3.447	0.796	22.2%	0.123	3.4%	18%	False	False	92,355
60	4.306	3.447	0.859	23.9%	0.120	3.3%	17%	False	False	77,465
80	4.697	3.447	1.250	34.8%	0.118	3.3%	11%	False	False	64,214
100	5.106	3.447	1.659	46.2%	0.118	3.3%	9%	False	False	54,256
120	5.106	3.447	1.659	46.2%	0.117	3.3%	9%	False	False	47,212

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.029
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.241
2.618	4.031
1.618	3.902
1.000	3.822
0.618	3.773
HIGH	3.693
0.618	3.644
0.500	3.629
0.382	3.613
LOW	3.564
0.618	3.484
1.000	3.435
1.618	3.355
2.618	3.226
4.250	3.016

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	3.629	3.632
PP	3.616	3.618
S1	3.603	3.604

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

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