NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 04-Nov-2011

Day Change Summary
	Previous	Current
	03-Nov-2011	04-Nov-2011	Change	Change %	Previous Week
Open	3.959	3.969	0.010	0.3%	4.098
High	4.021	3.991	-0.030	-0.7%	4.118
Low	3.945	3.934	-0.011	-0.3%	3.928
Close	3.953	3.943	-0.010	-0.3%	3.943
Range	0.076	0.057	-0.019	-25.0%	0.190
ATR	0.088	0.085	-0.002	-2.5%	0.000
Volume	2,529	3,776	1,247	49.3%	15,102

Daily Pivots for day following 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.127	4.092	3.974
R3	4.070	4.035	3.959
R2	4.013	4.013	3.953
R1	3.978	3.978	3.948	3.967
PP	3.956	3.956	3.956	3.951
S1	3.921	3.921	3.938	3.910
S2	3.899	3.899	3.933
S3	3.842	3.864	3.927
S4	3.785	3.807	3.912

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.566	4.445	4.048
R3	4.376	4.255	3.995
R2	4.186	4.186	3.978
R1	4.065	4.065	3.960	4.031
PP	3.996	3.996	3.996	3.979
S1	3.875	3.875	3.926	3.841
S2	3.806	3.806	3.908
S3	3.616	3.685	3.891
S4	3.426	3.495	3.839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.118	3.928	0.190	4.8%	0.086	2.2%	8%	False	False	3,020
10	4.118	3.928	0.190	4.8%	0.087	2.2%	8%	False	False	2,131
20	4.157	3.928	0.229	5.8%	0.086	2.2%	7%	False	False	1,952
40	4.478	3.928	0.550	13.9%	0.081	2.1%	3%	False	False	1,632

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.233
2.618	4.140
1.618	4.083
1.000	4.048
0.618	4.026
HIGH	3.991
0.618	3.969
0.500	3.963
0.382	3.956
LOW	3.934
0.618	3.899
1.000	3.877
1.618	3.842
2.618	3.785
4.250	3.692

Fisher Pivots for day following 04-Nov-2011
Pivot	1 day	3 day
R1	3.963	3.975
PP	3.956	3.964
S1	3.950	3.954

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

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