NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 05-Dec-2011

Day Change Summary
	Previous	Current
	02-Dec-2011	05-Dec-2011	Change	Change %	Previous Week
Open	3.786	3.734	-0.052	-1.4%	3.820
High	3.786	3.734	-0.052	-1.4%	3.851
Low	3.730	3.622	-0.108	-2.9%	3.680
Close	3.742	3.630	-0.112	-3.0%	3.742
Range	0.056	0.112	0.056	100.0%	0.171
ATR	0.090	0.093	0.002	2.3%	0.000
Volume	7,405	3,062	-4,343	-58.6%	20,720

Daily Pivots for day following 05-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.998	3.926	3.692
R3	3.886	3.814	3.661
R2	3.774	3.774	3.651
R1	3.702	3.702	3.640	3.682
PP	3.662	3.662	3.662	3.652
S1	3.590	3.590	3.620	3.570
S2	3.550	3.550	3.609
S3	3.438	3.478	3.599
S4	3.326	3.366	3.568

Weekly Pivots for week ending 02-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.271	4.177	3.836
R3	4.100	4.006	3.789
R2	3.929	3.929	3.773
R1	3.835	3.835	3.758	3.797
PP	3.758	3.758	3.758	3.738
S1	3.664	3.664	3.726	3.626
S2	3.587	3.587	3.711
S3	3.416	3.493	3.695
S4	3.245	3.322	3.648

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.812	3.622	0.190	5.2%	0.081	2.2%	4%	False	True	4,540
10	3.851	3.603	0.248	6.8%	0.097	2.7%	11%	False	False	4,404
20	3.943	3.585	0.358	9.9%	0.089	2.5%	13%	False	False	3,963
40	4.157	3.585	0.572	15.8%	0.088	2.4%	8%	False	False	2,957
60	4.478	3.585	0.893	24.6%	0.084	2.3%	5%	False	False	2,409

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	0.018
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.210
2.618	4.027
1.618	3.915
1.000	3.846
0.618	3.803
HIGH	3.734
0.618	3.691
0.500	3.678
0.382	3.665
LOW	3.622
0.618	3.553
1.000	3.510
1.618	3.441
2.618	3.329
4.250	3.146

Fisher Pivots for day following 05-Dec-2011
Pivot	1 day	3 day
R1	3.678	3.717
PP	3.662	3.688
S1	3.646	3.659

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

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