NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 11-Nov-2011

Day Change Summary
	Previous	Current
	10-Nov-2011	11-Nov-2011	Change	Change %	Previous Week
Open	3.816	3.796	-0.020	-0.5%	3.943
High	3.859	3.805	-0.054	-1.4%	3.943
Low	3.780	3.755	-0.025	-0.7%	3.755
Close	3.818	3.781	-0.037	-1.0%	3.781
Range	0.079	0.050	-0.029	-36.7%	0.188
ATR	0.087	0.086	-0.002	-2.0%	0.000
Volume	4,967	2,745	-2,222	-44.7%	15,480

Daily Pivots for day following 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.930	3.906	3.809
R3	3.880	3.856	3.795
R2	3.830	3.830	3.790
R1	3.806	3.806	3.786	3.793
PP	3.780	3.780	3.780	3.774
S1	3.756	3.756	3.776	3.743
S2	3.730	3.730	3.772
S3	3.680	3.706	3.767
S4	3.630	3.656	3.754

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.390	4.274	3.884
R3	4.202	4.086	3.833
R2	4.014	4.014	3.815
R1	3.898	3.898	3.798	3.862
PP	3.826	3.826	3.826	3.809
S1	3.710	3.710	3.764	3.674
S2	3.638	3.638	3.747
S3	3.450	3.522	3.729
S4	3.262	3.334	3.678

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.943	3.755	0.188	5.0%	0.085	2.2%	14%	False	True	3,096
10	4.118	3.755	0.363	9.6%	0.086	2.3%	7%	False	True	3,058
20	4.157	3.755	0.402	10.6%	0.086	2.3%	6%	False	True	2,372
40	4.384	3.755	0.629	16.6%	0.080	2.1%	4%	False	True	1,913

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 17 trading days

Fibonacci Retracements and Extensions
4.250	4.018
2.618	3.936
1.618	3.886
1.000	3.855
0.618	3.836
HIGH	3.805
0.618	3.786
0.500	3.780
0.382	3.774
LOW	3.755
0.618	3.724
1.000	3.705
1.618	3.674
2.618	3.624
4.250	3.543

Fisher Pivots for day following 11-Nov-2011
Pivot	1 day	3 day
R1	3.781	3.839
PP	3.780	3.819
S1	3.780	3.800

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

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