NYMEX Natural Gas Future May 2012

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

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	3.681	3.585	-0.096	-2.6%	3.774
High	3.681	3.624	-0.057	-1.5%	3.804
Low	3.575	3.538	-0.037	-1.0%	3.635
Close	3.585	3.618	0.033	0.9%	3.699
Range	0.106	0.086	-0.020	-18.9%	0.169
ATR	0.096	0.095	-0.001	-0.8%	0.000
Volume	6,766	9,718	2,952	43.6%	39,544

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.851	3.821	3.665
R3	3.765	3.735	3.642
R2	3.679	3.679	3.634
R1	3.649	3.649	3.626	3.664
PP	3.593	3.593	3.593	3.601
S1	3.563	3.563	3.610	3.578
S2	3.507	3.507	3.602
S3	3.421	3.477	3.594
S4	3.335	3.391	3.571

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	3.538	0.239	6.6%	0.087	2.4%	33%	False	True	9,635
10	3.804	3.538	0.266	7.4%	0.095	2.6%	30%	False	True	7,580
20	3.888	3.525	0.363	10.0%	0.091	2.5%	26%	False	False	7,780
40	4.121	3.525	0.596	16.5%	0.092	2.5%	16%	False	False	6,200
60	4.440	3.525	0.915	25.3%	0.087	2.4%	10%	False	False	5,061
80	4.525	3.525	1.000	27.6%	0.088	2.4%	9%	False	False	4,133

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.990
2.618	3.849
1.618	3.763
1.000	3.710
0.618	3.677
HIGH	3.624
0.618	3.591
0.500	3.581
0.382	3.571
LOW	3.538
0.618	3.485
1.000	3.452
1.618	3.399
2.618	3.313
4.250	3.173

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	3.606	3.637
PP	3.593	3.630
S1	3.581	3.624

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

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