NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	3.796	3.750	-0.046	-1.2%	3.943
High	3.805	3.753	-0.052	-1.4%	3.943
Low	3.755	3.702	-0.053	-1.4%	3.755
Close	3.781	3.710	-0.071	-1.9%	3.781
Range	0.050	0.051	0.001	2.0%	0.188
ATR	0.086	0.085	0.000	-0.6%	0.000
Volume	2,745	3,441	696	25.4%	15,480

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.875	3.843	3.738
R3	3.824	3.792	3.724
R2	3.773	3.773	3.719
R1	3.741	3.741	3.715	3.732
PP	3.722	3.722	3.722	3.717
S1	3.690	3.690	3.705	3.681
S2	3.671	3.671	3.701
S3	3.620	3.639	3.696
S4	3.569	3.588	3.682

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	3.923	3.702	0.221	6.0%	0.076	2.0%	4%	False	True	3,409
10	4.118	3.702	0.416	11.2%	0.081	2.2%	2%	False	True	3,007
20	4.118	3.702	0.416	11.2%	0.083	2.2%	2%	False	True	2,433
40	4.384	3.702	0.682	18.4%	0.080	2.2%	1%	False	True	1,982

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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.970
2.618	3.887
1.618	3.836
1.000	3.804
0.618	3.785
HIGH	3.753
0.618	3.734
0.500	3.728
0.382	3.721
LOW	3.702
0.618	3.670
1.000	3.651
1.618	3.619
2.618	3.568
4.250	3.485

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	3.728	3.781
PP	3.722	3.757
S1	3.716	3.734

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

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