NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	3.718	3.681	-0.037	-1.0%	3.774
High	3.735	3.681	-0.054	-1.4%	3.804
Low	3.688	3.575	-0.113	-3.1%	3.635
Close	3.699	3.585	-0.114	-3.1%	3.699
Range	0.047	0.106	0.059	125.5%	0.169
ATR	0.094	0.096	0.002	2.3%	0.000
Volume	14,755	6,766	-7,989	-54.1%	39,544

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.932	3.864	3.643
R3	3.826	3.758	3.614
R2	3.720	3.720	3.604
R1	3.652	3.652	3.595	3.633
PP	3.614	3.614	3.614	3.604
S1	3.546	3.546	3.575	3.527
S2	3.508	3.508	3.566
S3	3.402	3.440	3.556
S4	3.296	3.334	3.527

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.220	4.128	3.792
R3	4.051	3.959	3.745
R2	3.882	3.882	3.730
R1	3.790	3.790	3.714	3.752
PP	3.713	3.713	3.713	3.693
S1	3.621	3.621	3.684	3.583
S2	3.544	3.544	3.668
S3	3.375	3.452	3.653
S4	3.206	3.283	3.606

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.777	3.575	0.202	5.6%	0.088	2.4%	5%	False	True	8,905
10	3.804	3.525	0.279	7.8%	0.101	2.8%	22%	False	False	7,406
20	3.905	3.525	0.380	10.6%	0.092	2.6%	16%	False	False	7,495
40	4.121	3.525	0.596	16.6%	0.092	2.6%	10%	False	False	6,047
60	4.440	3.525	0.915	25.5%	0.087	2.4%	7%	False	False	4,919
80	4.527	3.525	1.002	27.9%	0.087	2.4%	6%	False	False	4,045

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.132
2.618	3.959
1.618	3.853
1.000	3.787
0.618	3.747
HIGH	3.681
0.618	3.641
0.500	3.628
0.382	3.615
LOW	3.575
0.618	3.509
1.000	3.469
1.618	3.403
2.618	3.297
4.250	3.125

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	3.628	3.676
PP	3.614	3.646
S1	3.599	3.615

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

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