NYMEX Natural Gas Future November 2012

Trading Metrics calculated at close of trading on 05-Jun-2012

Day Change Summary
	Previous	Current
	04-Jun-2012	05-Jun-2012	Change	Change %	Previous Week
Open	2.784	2.869	0.085	3.1%	2.914
High	2.864	2.890	0.026	0.9%	2.970
Low	2.775	2.810	0.035	1.3%	2.761
Close	2.846	2.872	0.026	0.9%	2.779
Range	0.089	0.080	-0.009	-10.1%	0.209
ATR	0.099	0.098	-0.001	-1.4%	0.000
Volume	16,689	10,457	-6,232	-37.3%	61,691

Daily Pivots for day following 05-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.097	3.065	2.916
R3	3.017	2.985	2.894
R2	2.937	2.937	2.887
R1	2.905	2.905	2.879	2.921
PP	2.857	2.857	2.857	2.866
S1	2.825	2.825	2.865	2.841
S2	2.777	2.777	2.857
S3	2.697	2.745	2.850
S4	2.617	2.665	2.828

Weekly Pivots for week ending 01-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.464	3.330	2.894
R3	3.255	3.121	2.836
R2	3.046	3.046	2.817
R1	2.912	2.912	2.798	2.875
PP	2.837	2.837	2.837	2.818
S1	2.703	2.703	2.760	2.666
S2	2.628	2.628	2.741
S3	2.419	2.494	2.722
S4	2.210	2.285	2.664

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.910	2.761	0.149	5.2%	0.089	3.1%	74%	False	False	15,080
10	3.152	2.761	0.391	13.6%	0.096	3.3%	28%	False	False	15,420
20	3.190	2.761	0.429	14.9%	0.102	3.5%	26%	False	False	16,943
40	3.190	2.566	0.624	21.7%	0.084	2.9%	49%	False	False	14,002
60	3.190	2.566	0.624	21.7%	0.078	2.7%	49%	False	False	11,373

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.230
2.618	3.099
1.618	3.019
1.000	2.970
0.618	2.939
HIGH	2.890
0.618	2.859
0.500	2.850
0.382	2.841
LOW	2.810
0.618	2.761
1.000	2.730
1.618	2.681
2.618	2.601
4.250	2.470

Fisher Pivots for day following 05-Jun-2012
Pivot	1 day	3 day
R1	2.865	2.857
PP	2.857	2.841
S1	2.850	2.826

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

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