NYMEX Natural Gas Future December 2012

Trading Metrics calculated at close of trading on 31-May-2012

Day Change Summary
	Previous	Current
	30-May-2012	31-May-2012	Change	Change %	Previous Week
Open	3.191	3.133	-0.058	-1.8%	3.458
High	3.191	3.213	0.022	0.7%	3.468
Low	3.095	3.090	-0.005	-0.2%	3.235
Close	3.110	3.156	0.046	1.5%	3.281
Range	0.096	0.123	0.027	28.1%	0.233
ATR	0.091	0.093	0.002	2.5%	0.000
Volume	7,642	10,723	3,081	40.3%	65,749

Daily Pivots for day following 31-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.522	3.462	3.224
R3	3.399	3.339	3.190
R2	3.276	3.276	3.179
R1	3.216	3.216	3.167	3.246
PP	3.153	3.153	3.153	3.168
S1	3.093	3.093	3.145	3.123
S2	3.030	3.030	3.133
S3	2.907	2.970	3.122
S4	2.784	2.847	3.088

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.027	3.887	3.409
R3	3.794	3.654	3.345
R2	3.561	3.561	3.324
R1	3.421	3.421	3.302	3.375
PP	3.328	3.328	3.328	3.305
S1	3.188	3.188	3.260	3.142
S2	3.095	3.095	3.238
S3	2.862	2.955	3.217
S4	2.629	2.722	3.153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.398	3.090	0.308	9.8%	0.101	3.2%	21%	False	True	10,516
10	3.479	3.090	0.389	12.3%	0.101	3.2%	17%	False	True	12,068
20	3.479	3.090	0.389	12.3%	0.095	3.0%	17%	False	True	10,774
40	3.479	2.909	0.570	18.1%	0.079	2.5%	43%	False	False	10,091

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	3.736
2.618	3.535
1.618	3.412
1.000	3.336
0.618	3.289
HIGH	3.213
0.618	3.166
0.500	3.152
0.382	3.137
LOW	3.090
0.618	3.014
1.000	2.967
1.618	2.891
2.618	2.768
4.250	2.567

Fisher Pivots for day following 31-May-2012
Pivot	1 day	3 day
R1	3.155	3.175
PP	3.153	3.169
S1	3.152	3.162

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

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