NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	3.774	3.679	-0.095	-2.5%	3.525
High	3.804	3.726	-0.078	-2.1%	3.766
Low	3.638	3.635	-0.003	-0.1%	3.525
Close	3.642	3.721	0.079	2.2%	3.764
Range	0.166	0.091	-0.075	-45.2%	0.241
ATR	0.097	0.097	0.000	-0.4%	0.000
Volume	1,782	6,067	4,285	240.5%	27,753

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.967	3.935	3.771
R3	3.876	3.844	3.746
R2	3.785	3.785	3.738
R1	3.753	3.753	3.729	3.769
PP	3.694	3.694	3.694	3.702
S1	3.662	3.662	3.713	3.678
S2	3.603	3.603	3.704
S3	3.512	3.571	3.696
S4	3.421	3.480	3.671

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.408	4.327	3.897
R3	4.167	4.086	3.830
R2	3.926	3.926	3.808
R1	3.845	3.845	3.786	3.886
PP	3.685	3.685	3.685	3.705
S1	3.604	3.604	3.742	3.645
S2	3.444	3.444	3.720
S3	3.203	3.363	3.698
S4	2.962	3.122	3.631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.804	3.585	0.219	5.9%	0.104	2.8%	62%	False	False	5,525
10	3.804	3.525	0.279	7.5%	0.101	2.7%	70%	False	False	6,418
20	4.070	3.525	0.545	14.6%	0.091	2.5%	36%	False	False	6,669
40	4.144	3.525	0.619	16.6%	0.090	2.4%	32%	False	False	5,439
60	4.440	3.525	0.915	24.6%	0.086	2.3%	21%	False	False	4,402

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.113
2.618	3.964
1.618	3.873
1.000	3.817
0.618	3.782
HIGH	3.726
0.618	3.691
0.500	3.681
0.382	3.670
LOW	3.635
0.618	3.579
1.000	3.544
1.618	3.488
2.618	3.397
4.250	3.248

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	3.708	3.721
PP	3.694	3.720
S1	3.681	3.720

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

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