NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 19-Nov-2012

Day Change Summary
	Previous	Current
	16-Nov-2012	19-Nov-2012	Change	Change %	Previous Week
Open	3.822	3.943	0.121	3.2%	3.685
High	3.912	3.945	0.033	0.8%	3.942
Low	3.816	3.858	0.042	1.1%	3.675
Close	3.910	3.865	-0.045	-1.2%	3.910
Range	0.096	0.087	-0.009	-9.4%	0.267
ATR	0.088	0.088	0.000	-0.1%	0.000
Volume	3,898	2,983	-915	-23.5%	19,471

Daily Pivots for day following 19-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.150	4.095	3.913
R3	4.063	4.008	3.889
R2	3.976	3.976	3.881
R1	3.921	3.921	3.873	3.905
PP	3.889	3.889	3.889	3.882
S1	3.834	3.834	3.857	3.818
S2	3.802	3.802	3.849
S3	3.715	3.747	3.841
S4	3.628	3.660	3.817

Weekly Pivots for week ending 16-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.643	4.544	4.057
R3	4.376	4.277	3.983
R2	4.109	4.109	3.959
R1	4.010	4.010	3.934	4.060
PP	3.842	3.842	3.842	3.867
S1	3.743	3.743	3.886	3.793
S2	3.575	3.575	3.861
S3	3.308	3.476	3.837
S4	3.041	3.209	3.763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3.945	3.770	0.175	4.5%	0.091	2.4%	54%	True	False	3,801
10	3.945	3.674	0.271	7.0%	0.084	2.2%	70%	True	False	3,093
20	3.980	3.674	0.306	7.9%	0.084	2.2%	62%	False	False	2,570
40	4.031	3.594	0.437	11.3%	0.078	2.0%	62%	False	False	2,732

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	True
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.315
2.618	4.173
1.618	4.086
1.000	4.032
0.618	3.999
HIGH	3.945
0.618	3.912
0.500	3.902
0.382	3.891
LOW	3.858
0.618	3.804
1.000	3.771
1.618	3.717
2.618	3.630
4.250	3.488

Fisher Pivots for day following 19-Nov-2012
Pivot	1 day	3 day
R1	3.902	3.881
PP	3.889	3.875
S1	3.877	3.870

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

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