NYMEX Natural Gas Future June 2013

Trading Metrics calculated at close of trading on 26-Nov-2012

Day Change Summary
	Previous	Current
	23-Nov-2012	26-Nov-2012	Change	Change %	Previous Week
Open	4.024	3.980	-0.044	-1.1%	3.943
High	4.035	3.980	-0.055	-1.4%	4.035
Low	3.967	3.881	-0.086	-2.2%	3.858
Close	4.026	3.905	-0.121	-3.0%	4.026
Range	0.068	0.099	0.031	45.6%	0.177
ATR	0.087	0.091	0.004	4.7%	0.000
Volume	3,543	1,144	-2,399	-67.7%	9,496

Daily Pivots for day following 26-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.219	4.161	3.959
R3	4.120	4.062	3.932
R2	4.021	4.021	3.923
R1	3.963	3.963	3.914	3.943
PP	3.922	3.922	3.922	3.912
S1	3.864	3.864	3.896	3.844
S2	3.823	3.823	3.887
S3	3.724	3.765	3.878
S4	3.625	3.666	3.851

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	4.504	4.442	4.123
R3	4.327	4.265	4.075
R2	4.150	4.150	4.058
R1	4.088	4.088	4.042	4.119
PP	3.973	3.973	3.973	3.989
S1	3.911	3.911	4.010	3.942
S2	3.796	3.796	3.994
S3	3.619	3.734	3.977
S4	3.442	3.557	3.929

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.035	3.858	0.177	4.5%	0.088	2.2%	27%	False	False	2,128
10	4.035	3.675	0.360	9.2%	0.089	2.3%	64%	False	False	3,011
20	4.035	3.674	0.361	9.2%	0.085	2.2%	64%	False	False	2,613
40	4.035	3.674	0.361	9.2%	0.081	2.1%	64%	False	False	2,663

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.401
2.618	4.239
1.618	4.140
1.000	4.079
0.618	4.041
HIGH	3.980
0.618	3.942
0.500	3.931
0.382	3.919
LOW	3.881
0.618	3.820
1.000	3.782
1.618	3.721
2.618	3.622
4.250	3.460

Fisher Pivots for day following 26-Nov-2012
Pivot	1 day	3 day
R1	3.931	3.958
PP	3.922	3.940
S1	3.914	3.923

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

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