NYMEX Natural Gas Future June 2013

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

Day Change Summary
	Previous	Current
	02-Nov-2012	05-Nov-2012	Change	Change %	Previous Week
Open	3.819	3.683	-0.136	-3.6%	3.877
High	3.822	3.742	-0.080	-2.1%	3.956
Low	3.701	3.675	-0.026	-0.7%	3.701
Close	3.723	3.719	-0.004	-0.1%	3.723
Range	0.121	0.067	-0.054	-44.6%	0.255
ATR	0.087	0.085	-0.001	-1.6%	0.000
Volume	2,482	3,047	565	22.8%	10,632

Daily Pivots for day following 05-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.913	3.883	3.756
R3	3.846	3.816	3.737
R2	3.779	3.779	3.731
R1	3.749	3.749	3.725	3.764
PP	3.712	3.712	3.712	3.720
S1	3.682	3.682	3.713	3.697
S2	3.645	3.645	3.707
S3	3.578	3.615	3.701
S4	3.511	3.548	3.682

Weekly Pivots for week ending 02-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.558	4.396	3.863
R3	4.303	4.141	3.793
R2	4.048	4.048	3.770
R1	3.886	3.886	3.746	3.840
PP	3.793	3.793	3.793	3.770
S1	3.631	3.631	3.700	3.585
S2	3.538	3.538	3.676
S3	3.283	3.376	3.653
S4	3.028	3.121	3.583

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.933	3.675	0.258	6.9%	0.084	2.2%	17%	False	True	2,429
10	3.980	3.675	0.305	8.2%	0.083	2.2%	14%	False	True	2,048
20	4.031	3.675	0.356	9.6%	0.080	2.2%	12%	False	True	2,481
40	4.031	3.433	0.598	16.1%	0.077	2.1%	48%	False	False	2,435

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	0.012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.027
2.618	3.917
1.618	3.850
1.000	3.809
0.618	3.783
HIGH	3.742
0.618	3.716
0.500	3.709
0.382	3.701
LOW	3.675
0.618	3.634
1.000	3.608
1.618	3.567
2.618	3.500
4.250	3.390

Fisher Pivots for day following 05-Nov-2012
Pivot	1 day	3 day
R1	3.716	3.780
PP	3.712	3.759
S1	3.709	3.739

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

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