NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 06-Jun-2011

Day Change Summary
	Previous	Current
	03-Jun-2011	06-Jun-2011	Change	Change %	Previous Week
Open	5.183	5.204	0.021	0.4%	5.090
High	5.238	5.271	0.033	0.6%	5.289
Low	5.143	5.185	0.042	0.8%	5.090
Close	5.161	5.256	0.095	1.8%	5.161
Range	0.095	0.086	-0.009	-9.5%	0.199
ATR	0.112	0.112	0.000	-0.1%	0.000
Volume	2,817	1,391	-1,426	-50.6%	8,606

Daily Pivots for day following 06-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.495	5.462	5.303
R3	5.409	5.376	5.280
R2	5.323	5.323	5.272
R1	5.290	5.290	5.264	5.307
PP	5.237	5.237	5.237	5.246
S1	5.204	5.204	5.248	5.221
S2	5.151	5.151	5.240
S3	5.065	5.118	5.232
S4	4.979	5.032	5.209

Weekly Pivots for week ending 03-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.777	5.668	5.270
R3	5.578	5.469	5.216
R2	5.379	5.379	5.197
R1	5.270	5.270	5.179	5.325
PP	5.180	5.180	5.180	5.207
S1	5.071	5.071	5.143	5.126
S2	4.981	4.981	5.125
S3	4.782	4.872	5.106
S4	4.583	4.673	5.052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5.289	5.090	0.199	3.8%	0.095	1.8%	83%	False	False	1,999
10	5.289	4.880	0.409	7.8%	0.106	2.0%	92%	False	False	1,565

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.020
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5.637
2.618	5.496
1.618	5.410
1.000	5.357
0.618	5.324
HIGH	5.271
0.618	5.238
0.500	5.228
0.382	5.218
LOW	5.185
0.618	5.132
1.000	5.099
1.618	5.046
2.618	4.960
4.250	4.820

Fisher Pivots for day following 06-Jun-2011
Pivot	1 day	3 day
R1	5.247	5.243
PP	5.237	5.229
S1	5.228	5.216

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

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