NYMEX Natural Gas Future August 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	3.899	3.808	-0.091	-2.3%	3.661
High	3.927	3.848	-0.079	-2.0%	3.886
Low	3.760	3.799	0.039	1.0%	3.661
Close	3.771	3.843	0.072	1.9%	3.886
Range	0.167	0.049	-0.118	-70.7%	0.225
ATR
Volume	440	1,379	939	213.4%	8,566

Daily Pivots for day following 29-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	3.977	3.959	3.870
R3	3.928	3.910	3.856
R2	3.879	3.879	3.852
R1	3.861	3.861	3.847	3.870
PP	3.830	3.830	3.830	3.835
S1	3.812	3.812	3.839	3.821
S2	3.781	3.781	3.834
S3	3.732	3.763	3.830
S4	3.683	3.714	3.816

Weekly Pivots for week ending 25-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.486	4.411	4.010
R3	4.261	4.186	3.948
R2	4.036	4.036	3.927
R1	3.961	3.961	3.907	3.999
PP	3.811	3.811	3.811	3.830
S1	3.736	3.736	3.865	3.774
S2	3.586	3.586	3.845
S3	3.361	3.511	3.824
S4	3.136	3.286	3.762

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.927	3.716	0.211	5.5%	0.088	2.3%	60%	False	False	1,643
10	3.927	3.661	0.266	6.9%	0.087	2.3%	68%	False	False	2,542

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.016
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	4.056
2.618	3.976
1.618	3.927
1.000	3.897
0.618	3.878
HIGH	3.848
0.618	3.829
0.500	3.824
0.382	3.818
LOW	3.799
0.618	3.769
1.000	3.750
1.618	3.720
2.618	3.671
4.250	3.591

Fisher Pivots for day following 29-Nov-2011
Pivot	1 day	3 day
R1	3.837	3.844
PP	3.830	3.843
S1	3.824	3.843

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

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