NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 06-Dec-2011

Day Change Summary
	Previous	Current
	05-Dec-2011	06-Dec-2011	Change	Change %	Previous Week
Open	3.734	3.631	-0.103	-2.8%	3.820
High	3.734	3.665	-0.069	-1.8%	3.851
Low	3.622	3.584	-0.038	-1.0%	3.680
Close	3.630	3.660	0.030	0.8%	3.742
Range	0.112	0.081	-0.031	-27.7%	0.171
ATR	0.093	0.092	-0.001	-0.9%	0.000
Volume	3,062	5,788	2,726	89.0%	20,720

Daily Pivots for day following 06-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.879	3.851	3.705
R3	3.798	3.770	3.682
R2	3.717	3.717	3.675
R1	3.689	3.689	3.667	3.703
PP	3.636	3.636	3.636	3.644
S1	3.608	3.608	3.653	3.622
S2	3.555	3.555	3.645
S3	3.474	3.527	3.638
S4	3.393	3.446	3.615

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	3.584	0.228	6.2%	0.086	2.4%	33%	False	True	5,064
10	3.851	3.584	0.267	7.3%	0.094	2.6%	28%	False	True	4,301
20	3.923	3.584	0.339	9.3%	0.089	2.4%	22%	False	True	4,158
40	4.157	3.584	0.573	15.7%	0.088	2.4%	13%	False	True	3,057
60	4.478	3.584	0.894	24.4%	0.084	2.3%	9%	False	True	2,495

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	0.020
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.009
2.618	3.877
1.618	3.796
1.000	3.746
0.618	3.715
HIGH	3.665
0.618	3.634
0.500	3.625
0.382	3.615
LOW	3.584
0.618	3.534
1.000	3.503
1.618	3.453
2.618	3.372
4.250	3.240

Fisher Pivots for day following 06-Dec-2011
Pivot	1 day	3 day
R1	3.648	3.685
PP	3.636	3.677
S1	3.625	3.668

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

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