NYMEX Natural Gas Future January 2012

Trading Metrics calculated at close of trading on 18-May-2011

Day Change Summary
	Previous	Current
	17-May-2011	18-May-2011	Change	Change %	Previous Week
Open	4.965	4.900	-0.065	-1.3%	4.932
High	4.994	4.936	-0.058	-1.2%	4.944
Low	4.857	4.887	0.030	0.6%	4.792
Close	4.881	4.903	0.022	0.5%	4.923
Range	0.137	0.049	-0.088	-64.2%	0.152
ATR	0.112	0.108	-0.004	-3.6%	0.000
Volume	8,344	11,654	3,310	39.7%	46,735

Daily Pivots for day following 18-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.056	5.028	4.930
R3	5.007	4.979	4.916
R2	4.958	4.958	4.912
R1	4.930	4.930	4.907	4.944
PP	4.909	4.909	4.909	4.916
S1	4.881	4.881	4.899	4.895
S2	4.860	4.860	4.894
S3	4.811	4.832	4.890
S4	4.762	4.783	4.876

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.342	5.285	5.007
R3	5.190	5.133	4.965
R2	5.038	5.038	4.951
R1	4.981	4.981	4.937	4.934
PP	4.886	4.886	4.886	4.863
S1	4.829	4.829	4.909	4.782
S2	4.734	4.734	4.895
S3	4.582	4.677	4.881
S4	4.430	4.525	4.839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.997	4.792	0.205	4.2%	0.103	2.1%	54%	False	False	8,171
10	5.207	4.792	0.415	8.5%	0.118	2.4%	27%	False	False	10,314

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.026
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	5.144
2.618	5.064
1.618	5.015
1.000	4.985
0.618	4.966
HIGH	4.936
0.618	4.917
0.500	4.912
0.382	4.906
LOW	4.887
0.618	4.857
1.000	4.838
1.618	4.808
2.618	4.759
4.250	4.679

Fisher Pivots for day following 18-May-2011
Pivot	1 day	3 day
R1	4.912	4.927
PP	4.909	4.919
S1	4.906	4.911

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

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