NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 08-Nov-2011

Day Change Summary
	Previous	Current
	07-Nov-2011	08-Nov-2011	Change	Change %	Previous Week
Open	3.943	3.860	-0.083	-2.1%	4.098
High	3.943	3.923	-0.020	-0.5%	4.118
Low	3.848	3.831	-0.017	-0.4%	3.928
Close	3.870	3.909	0.039	1.0%	3.943
Range	0.095	0.092	-0.003	-3.2%	0.190
ATR	0.086	0.086	0.000	0.5%	0.000
Volume	1,876	2,545	669	35.7%	15,102

Daily Pivots for day following 08-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.164	4.128	3.960
R3	4.072	4.036	3.934
R2	3.980	3.980	3.926
R1	3.944	3.944	3.917	3.962
PP	3.888	3.888	3.888	3.897
S1	3.852	3.852	3.901	3.870
S2	3.796	3.796	3.892
S3	3.704	3.760	3.884
S4	3.612	3.668	3.858

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	4.021	3.831	0.190	4.9%	0.074	1.9%	41%	False	True	2,615
10	4.118	3.831	0.287	7.3%	0.090	2.3%	27%	False	True	2,406
20	4.157	3.831	0.326	8.3%	0.089	2.3%	24%	False	True	2,035
40	4.478	3.831	0.647	16.6%	0.081	2.1%	12%	False	True	1,718

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	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.314
2.618	4.164
1.618	4.072
1.000	4.015
0.618	3.980
HIGH	3.923
0.618	3.888
0.500	3.877
0.382	3.866
LOW	3.831
0.618	3.774
1.000	3.739
1.618	3.682
2.618	3.590
4.250	3.440

Fisher Pivots for day following 08-Nov-2011
Pivot	1 day	3 day
R1	3.898	3.911
PP	3.888	3.910
S1	3.877	3.910

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

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