NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 15-Jun-2011

Day Change Summary
	Previous	Current
	14-Jun-2011	15-Jun-2011	Change	Change %	Previous Week
Open	4.995	4.952	-0.043	-0.9%	5.150
High	5.037	4.992	-0.045	-0.9%	5.283
Low	4.947	4.921	-0.026	-0.5%	4.900
Close	4.967	4.975	0.008	0.2%	5.119
Range	0.090	0.071	-0.019	-21.1%	0.383
ATR	0.126	0.122	-0.004	-3.1%	0.000
Volume	12,606	6,004	-6,602	-52.4%	64,497

Daily Pivots for day following 15-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.176	5.146	5.014
R3	5.105	5.075	4.995
R2	5.034	5.034	4.988
R1	5.004	5.004	4.982	5.019
PP	4.963	4.963	4.963	4.970
S1	4.933	4.933	4.968	4.948
S2	4.892	4.892	4.962
S3	4.821	4.862	4.955
S4	4.750	4.791	4.936

Weekly Pivots for week ending 10-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6.250	6.067	5.330
R3	5.867	5.684	5.224
R2	5.484	5.484	5.189
R1	5.301	5.301	5.154	5.201
PP	5.101	5.101	5.101	5.051
S1	4.918	4.918	5.084	4.818
S2	4.718	4.718	5.049
S3	4.335	4.535	5.014
S4	3.952	4.152	4.908

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.283	4.900	0.383	7.7%	0.160	3.2%	20%	False	False	10,676
10	5.283	4.900	0.383	7.7%	0.128	2.6%	20%	False	False	11,801
20	5.283	4.670	0.613	12.3%	0.119	2.4%	50%	False	False	9,048
40	5.283	4.670	0.613	12.3%	0.113	2.3%	50%	False	False	7,803
60	5.283	4.670	0.613	12.3%	0.111	2.2%	50%	False	False	6,924
80	5.283	4.511	0.772	15.5%	0.109	2.2%	60%	False	False	5,979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.294
2.618	5.178
1.618	5.107
1.000	5.063
0.618	5.036
HIGH	4.992
0.618	4.965
0.500	4.957
0.382	4.948
LOW	4.921
0.618	4.877
1.000	4.850
1.618	4.806
2.618	4.735
4.250	4.619

Fisher Pivots for day following 15-Jun-2011
Pivot	1 day	3 day
R1	4.969	5.039
PP	4.963	5.017
S1	4.957	4.996

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

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