NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 02-Nov-2011

Day Change Summary
	Previous	Current
	01-Nov-2011	02-Nov-2011	Change	Change %	Previous Week
Open	4.052	3.920	-0.132	-3.3%	3.939
High	4.070	3.938	-0.132	-3.2%	4.070
Low	3.922	3.886	-0.036	-0.9%	3.871
Close	3.936	3.897	-0.039	-1.0%	4.042
Range	0.148	0.052	-0.096	-64.9%	0.199
ATR	0.097	0.094	-0.003	-3.3%	0.000
Volume	4,088	8,257	4,169	102.0%	15,878

Daily Pivots for day following 02-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.063	4.032	3.926
R3	4.011	3.980	3.911
R2	3.959	3.959	3.907
R1	3.928	3.928	3.902	3.918
PP	3.907	3.907	3.907	3.902
S1	3.876	3.876	3.892	3.866
S2	3.855	3.855	3.887
S3	3.803	3.824	3.883
S4	3.751	3.772	3.868

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	5.4%	0.115	2.9%	12%	False	False	6,123
10	4.080	3.871	0.209	5.4%	0.098	2.5%	12%	False	False	4,937
20	4.121	3.871	0.250	6.4%	0.092	2.4%	10%	False	False	4,579
40	4.440	3.871	0.569	14.6%	0.084	2.2%	5%	False	False	3,469

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	4.159
2.618	4.074
1.618	4.022
1.000	3.990
0.618	3.970
HIGH	3.938
0.618	3.918
0.500	3.912
0.382	3.906
LOW	3.886
0.618	3.854
1.000	3.834
1.618	3.802
2.618	3.750
4.250	3.665

Fisher Pivots for day following 02-Nov-2011
Pivot	1 day	3 day
R1	3.912	3.983
PP	3.907	3.954
S1	3.902	3.926

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

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