NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 18-Nov-2011

Day Change Summary
	Previous	Current
	17-Nov-2011	18-Nov-2011	Change	Change %	Previous Week
Open	3.586	3.655	0.069	1.9%	3.750
High	3.705	3.678	-0.027	-0.7%	3.753
Low	3.585	3.600	0.015	0.4%	3.585
Close	3.655	3.618	-0.037	-1.0%	3.618
Range	0.120	0.078	-0.042	-35.0%	0.168
ATR	0.086	0.086	-0.001	-0.7%	0.000
Volume	4,063	3,924	-139	-3.4%	19,743

Daily Pivots for day following 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.866	3.820	3.661
R3	3.788	3.742	3.639
R2	3.710	3.710	3.632
R1	3.664	3.664	3.625	3.648
PP	3.632	3.632	3.632	3.624
S1	3.586	3.586	3.611	3.570
S2	3.554	3.554	3.604
S3	3.476	3.508	3.597
S4	3.398	3.430	3.575

Weekly Pivots for week ending 18-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.156	4.055	3.710
R3	3.988	3.887	3.664
R2	3.820	3.820	3.649
R1	3.719	3.719	3.633	3.686
PP	3.652	3.652	3.652	3.635
S1	3.551	3.551	3.603	3.518
S2	3.484	3.484	3.587
S3	3.316	3.383	3.572
S4	3.148	3.215	3.526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.753	3.585	0.168	4.6%	0.080	2.2%	20%	False	False	3,948
10	3.943	3.585	0.358	9.9%	0.082	2.3%	9%	False	False	3,522
20	4.118	3.585	0.533	14.7%	0.084	2.3%	6%	False	False	2,827
40	4.344	3.585	0.759	21.0%	0.084	2.3%	4%	False	False	2,230

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.010
2.618	3.882
1.618	3.804
1.000	3.756
0.618	3.726
HIGH	3.678
0.618	3.648
0.500	3.639
0.382	3.630
LOW	3.600
0.618	3.552
1.000	3.522
1.618	3.474
2.618	3.396
4.250	3.269

Fisher Pivots for day following 18-Nov-2011
Pivot	1 day	3 day
R1	3.639	3.645
PP	3.632	3.636
S1	3.625	3.627

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

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