NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 12-Dec-2011

Day Change Summary
	Previous	Current
	09-Dec-2011	12-Dec-2011	Change	Change %	Previous Week
Open	3.606	3.467	-0.139	-3.9%	3.734
High	3.606	3.467	-0.139	-3.9%	3.734
Low	3.490	3.407	-0.083	-2.4%	3.490
Close	3.497	3.441	-0.056	-1.6%	3.497
Range	0.116	0.060	-0.056	-48.3%	0.244
ATR	0.094	0.093	0.000	-0.3%	0.000
Volume	7,440	7,877	437	5.9%	26,125

Daily Pivots for day following 12-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.618	3.590	3.474
R3	3.558	3.530	3.458
R2	3.498	3.498	3.452
R1	3.470	3.470	3.447	3.454
PP	3.438	3.438	3.438	3.431
S1	3.410	3.410	3.436	3.394
S2	3.378	3.378	3.430
S3	3.318	3.350	3.425
S4	3.258	3.290	3.408

Weekly Pivots for week ending 09-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.306	4.145	3.631
R3	4.062	3.901	3.564
R2	3.818	3.818	3.542
R1	3.657	3.657	3.519	3.616
PP	3.574	3.574	3.574	3.553
S1	3.413	3.413	3.475	3.372
S2	3.330	3.330	3.452
S3	3.086	3.169	3.430
S4	2.842	2.925	3.363

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.686	3.407	0.279	8.1%	0.086	2.5%	12%	False	True	6,188
10	3.812	3.407	0.405	11.8%	0.084	2.4%	8%	False	True	5,364
20	3.851	3.407	0.444	12.9%	0.090	2.6%	8%	False	True	4,736
40	4.157	3.407	0.750	21.8%	0.088	2.6%	5%	False	True	3,554
60	4.384	3.407	0.977	28.4%	0.084	2.4%	3%	False	True	2,854

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.006
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	3.722
2.618	3.624
1.618	3.564
1.000	3.527
0.618	3.504
HIGH	3.467
0.618	3.444
0.500	3.437
0.382	3.430
LOW	3.407
0.618	3.370
1.000	3.347
1.618	3.310
2.618	3.250
4.250	3.152

Fisher Pivots for day following 12-Dec-2011
Pivot	1 day	3 day
R1	3.440	3.547
PP	3.438	3.511
S1	3.437	3.476

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

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