NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 29-Nov-2011

Day Change Summary
	Previous	Current
	28-Nov-2011	29-Nov-2011	Change	Change %	Previous Week
Open	3.820	3.709	-0.111	-2.9%	3.615
High	3.851	3.766	-0.085	-2.2%	3.810
Low	3.680	3.709	0.029	0.8%	3.603
Close	3.689	3.764	0.075	2.0%	3.808
Range	0.171	0.057	-0.114	-66.7%	0.207
ATR	0.095	0.093	-0.001	-1.3%	0.000
Volume	1,080	3,169	2,089	193.4%	20,259

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.917	3.898	3.795
R3	3.860	3.841	3.780
R2	3.803	3.803	3.774
R1	3.784	3.784	3.769	3.794
PP	3.746	3.746	3.746	3.751
S1	3.727	3.727	3.759	3.737
S2	3.689	3.689	3.754
S3	3.632	3.670	3.748
S4	3.575	3.613	3.733

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	3.851	3.638	0.213	5.7%	0.102	2.7%	59%	False	False	3,539
10	3.851	3.585	0.266	7.1%	0.096	2.6%	67%	False	False	4,081
20	4.118	3.585	0.533	14.2%	0.089	2.4%	34%	False	False	3,544
40	4.182	3.585	0.597	15.9%	0.087	2.3%	30%	False	False	2,634

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	4.008
2.618	3.915
1.618	3.858
1.000	3.823
0.618	3.801
HIGH	3.766
0.618	3.744
0.500	3.738
0.382	3.731
LOW	3.709
0.618	3.674
1.000	3.652
1.618	3.617
2.618	3.560
4.250	3.467

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	3.755	3.766
PP	3.746	3.765
S1	3.738	3.765

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

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