NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 01-Nov-2011

Day Change Summary
	Previous	Current
	31-Oct-2011	01-Nov-2011	Change	Change %	Previous Week
Open	4.059	4.052	-0.007	-0.2%	3.939
High	4.080	4.070	-0.010	-0.2%	4.070
Low	3.983	3.922	-0.061	-1.5%	3.871
Close	4.060	3.936	-0.124	-3.1%	4.042
Range	0.097	0.148	0.051	52.6%	0.199
ATR	0.093	0.097	0.004	4.2%	0.000
Volume	9,995	4,088	-5,907	-59.1%	15,878

Daily Pivots for day following 01-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.420	4.326	4.017
R3	4.272	4.178	3.977
R2	4.124	4.124	3.963
R1	4.030	4.030	3.950	4.003
PP	3.976	3.976	3.976	3.963
S1	3.882	3.882	3.922	3.855
S2	3.828	3.828	3.909
S3	3.680	3.734	3.895
S4	3.532	3.586	3.855

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.591	4.516	4.151
R3	4.392	4.317	4.097
R2	4.193	4.193	4.078
R1	4.118	4.118	4.060	4.156
PP	3.994	3.994	3.994	4.013
S1	3.919	3.919	4.024	3.957
S2	3.795	3.795	4.006
S3	3.596	3.720	3.987
S4	3.397	3.521	3.933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.080	3.871	0.209	5.3%	0.124	3.2%	31%	False	False	5,087
10	4.080	3.871	0.209	5.3%	0.098	2.5%	31%	False	False	4,448
20	4.144	3.871	0.273	6.9%	0.094	2.4%	24%	False	False	4,278
40	4.440	3.871	0.569	14.5%	0.086	2.2%	11%	False	False	3,322

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.699
2.618	4.457
1.618	4.309
1.000	4.218
0.618	4.161
HIGH	4.070
0.618	4.013
0.500	3.996
0.382	3.979
LOW	3.922
0.618	3.831
1.000	3.774
1.618	3.683
2.618	3.535
4.250	3.293

Fisher Pivots for day following 01-Nov-2011
Pivot	1 day	3 day
R1	3.996	3.976
PP	3.976	3.962
S1	3.956	3.949

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

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