NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 30-May-2012

Day Change Summary
	Previous	Current
	29-May-2012	30-May-2012	Change	Change %	Previous Week
Open	2.914	2.874	-0.040	-1.4%	3.173
High	2.970	2.881	-0.089	-3.0%	3.173
Low	2.859	2.791	-0.068	-2.4%	2.950
Close	2.878	2.814	-0.064	-2.2%	3.001
Range	0.111	0.090	-0.021	-18.9%	0.223
ATR	0.099	0.099	-0.001	-0.7%	0.000
Volume	13,435	14,329	894	6.7%	86,536

Daily Pivots for day following 30-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.099	3.046	2.864
R3	3.009	2.956	2.839
R2	2.919	2.919	2.831
R1	2.866	2.866	2.822	2.848
PP	2.829	2.829	2.829	2.819
S1	2.776	2.776	2.806	2.758
S2	2.739	2.739	2.798
S3	2.649	2.686	2.789
S4	2.559	2.596	2.765

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.710	3.579	3.124
R3	3.487	3.356	3.062
R2	3.264	3.264	3.042
R1	3.133	3.133	3.021	3.087
PP	3.041	3.041	3.041	3.019
S1	2.910	2.910	2.981	2.864
S2	2.818	2.818	2.960
S3	2.595	2.687	2.940
S4	2.372	2.464	2.878

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.141	2.791	0.350	12.4%	0.098	3.5%	7%	False	True	15,879
10	3.190	2.791	0.399	14.2%	0.110	3.9%	6%	False	True	15,798
20	3.190	2.791	0.399	14.2%	0.099	3.5%	6%	False	True	16,128
40	3.190	2.566	0.624	22.2%	0.080	2.9%	40%	False	False	13,223
60	3.190	2.566	0.624	22.2%	0.076	2.7%	40%	False	False	10,834

Crabel Price Patterns
NR	True
NR4	True
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	0.021
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.264
2.618	3.117
1.618	3.027
1.000	2.971
0.618	2.937
HIGH	2.881
0.618	2.847
0.500	2.836
0.382	2.825
LOW	2.791
0.618	2.735
1.000	2.701
1.618	2.645
2.618	2.555
4.250	2.409

Fisher Pivots for day following 30-May-2012
Pivot	1 day	3 day
R1	2.836	2.922
PP	2.829	2.886
S1	2.821	2.850

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

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