NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 25-Nov-2011

Day Change Summary
	Previous	Current
	23-Nov-2011	25-Nov-2011	Change	Change %	Previous Week
Open	3.690	3.771	0.081	2.2%	3.615
High	3.770	3.810	0.040	1.1%	3.810
Low	3.638	3.716	0.078	2.1%	3.603
Close	3.748	3.808	0.060	1.6%	3.808
Range	0.132	0.094	-0.038	-28.8%	0.207
ATR	0.088	0.089	0.000	0.5%	0.000
Volume	3,054	3,738	684	22.4%	20,259

Daily Pivots for day following 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.060	4.028	3.860
R3	3.966	3.934	3.834
R2	3.872	3.872	3.825
R1	3.840	3.840	3.817	3.856
PP	3.778	3.778	3.778	3.786
S1	3.746	3.746	3.799	3.762
S2	3.684	3.684	3.791
S3	3.590	3.652	3.782
S4	3.496	3.558	3.756

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.361	4.292	3.922
R3	4.154	4.085	3.865
R2	3.947	3.947	3.846
R1	3.878	3.878	3.827	3.913
PP	3.740	3.740	3.740	3.758
S1	3.671	3.671	3.789	3.706
S2	3.533	3.533	3.770
S3	3.326	3.464	3.751
S4	3.119	3.257	3.694

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.810	3.600	0.210	5.5%	0.093	2.4%	99%	True	False	4,836
10	3.810	3.585	0.225	5.9%	0.084	2.2%	99%	True	False	4,274
20	4.118	3.585	0.533	14.0%	0.088	2.3%	42%	False	False	3,655
40	4.236	3.585	0.651	17.1%	0.085	2.2%	34%	False	False	2,629

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.210
2.618	4.056
1.618	3.962
1.000	3.904
0.618	3.868
HIGH	3.810
0.618	3.774
0.500	3.763
0.382	3.752
LOW	3.716
0.618	3.658
1.000	3.622
1.618	3.564
2.618	3.470
4.250	3.317

Fisher Pivots for day following 25-Nov-2011
Pivot	1 day	3 day
R1	3.793	3.780
PP	3.778	3.752
S1	3.763	3.724

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

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