NYMEX Natural Gas Future July 2012

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Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary Previous Current 18-Nov-2011 21-Nov-2011 Change Change % Previous Week Open 3.692 3.664 -0.028 -0.8% 3.772 High 3.724 3.758 0.034 0.9% 3.790 Low 3.649 3.658 0.009 0.2% 3.637 Close 3.669 3.745 0.076 2.1% 3.669 Range 0.075 0.100 0.025 33.3% 0.153 ATR 0.085 0.086 0.001 1.3% 0.000 Volume 3,021 3,068 47 1.6% 12,747
Daily Pivots for day following 21-Nov-2011 Classic Woodie Camarilla DeMark R4 4.020 3.983 3.800 R3 3.920 3.883 3.773 R2 3.820 3.820 3.763 R1 3.783 3.783 3.754 3.802 PP 3.720 3.720 3.720 3.730 S1 3.683 3.683 3.736 3.702 S2 3.620 3.620 3.727 S3 3.520 3.583 3.718 S4 3.420 3.483 3.690	Weekly Pivots for week ending 18-Nov-2011 Classic Woodie Camarilla DeMark R4 4.158 4.066 3.753 R3 4.005 3.913 3.711 R2 3.852 3.852 3.697 R1 3.760 3.760 3.683 3.730 PP 3.699 3.699 3.699 3.683 S1 3.607 3.607 3.655 3.577 S2 3.546 3.546 3.641 S3 3.393 3.454 3.627 S4 3.240 3.301 3.585
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 3.758 3.637 0.121 3.2% 0.084 2.3% 89% True False 2,849 10 3.969 3.637 0.332 8.9% 0.079 2.1% 33% False False 2,814 20 4.162 3.637 0.525 14.0% 0.084 2.2% 21% False False 2,225
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 0.019 Widest range in 2 trading days	Fibonacci Retracements and Extensions 4.250 4.183 2.618 4.020 1.618 3.920 1.000 3.858 0.618 3.820 HIGH 3.758 0.618 3.720 0.500 3.708 0.382 3.696 LOW 3.658 0.618 3.596 1.000 3.558 1.618 3.496 2.618 3.396 4.250 3.233
Fisher Pivots for day following 21-Nov-2011 Pivot 1 day 3 day R1 3.733 3.731 PP 3.720 3.717 S1 3.708 3.704

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