NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 12-Nov-2012

Day Change Summary
	Previous	Current
	09-Nov-2012	12-Nov-2012	Change	Change %	Previous Week
Open	3.753	3.685	-0.068	-1.8%	3.683
High	3.762	3.761	-0.001	0.0%	3.787
Low	3.674	3.675	0.001	0.0%	3.674
Close	3.693	3.751	0.058	1.6%	3.693
Range	0.088	0.086	-0.002	-2.3%	0.113
ATR	0.085	0.085	0.000	0.1%	0.000
Volume	2,428	3,449	1,021	42.1%	11,531

Daily Pivots for day following 12-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.987	3.955	3.798
R3	3.901	3.869	3.775
R2	3.815	3.815	3.767
R1	3.783	3.783	3.759	3.799
PP	3.729	3.729	3.729	3.737
S1	3.697	3.697	3.743	3.713
S2	3.643	3.643	3.735
S3	3.557	3.611	3.727
S4	3.471	3.525	3.704

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.057	3.988	3.755
R3	3.944	3.875	3.724
R2	3.831	3.831	3.714
R1	3.762	3.762	3.703	3.797
PP	3.718	3.718	3.718	3.735
S1	3.649	3.649	3.683	3.684
S2	3.605	3.605	3.672
S3	3.492	3.536	3.662
S4	3.379	3.423	3.631

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.787	3.674	0.113	3.0%	0.077	2.1%	68%	False	False	2,386
10	3.933	3.674	0.259	6.9%	0.081	2.1%	30%	False	False	2,407
20	4.031	3.674	0.357	9.5%	0.081	2.1%	22%	False	False	2,279
40	4.031	3.479	0.552	14.7%	0.075	2.0%	49%	False	False	2,463

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.127
2.618	3.986
1.618	3.900
1.000	3.847
0.618	3.814
HIGH	3.761
0.618	3.728
0.500	3.718
0.382	3.708
LOW	3.675
0.618	3.622
1.000	3.589
1.618	3.536
2.618	3.450
4.250	3.310

Fisher Pivots for day following 12-Nov-2012
Pivot	1 day	3 day
R1	3.740	3.744
PP	3.729	3.737
S1	3.718	3.731

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

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