NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 07-Oct-2011

Day Change Summary
	Previous	Current
	06-Oct-2011	07-Oct-2011	Change	Change %	Previous Week
Open	4.050	4.063	0.013	0.3%	4.144
High	4.106	4.070	-0.036	-0.9%	4.160
Low	4.028	4.000	-0.028	-0.7%	4.000
Close	4.099	4.011	-0.088	-2.1%	4.011
Range	0.078	0.070	-0.008	-10.3%	0.160
ATR	0.082	0.083	0.001	1.5%	0.000
Volume	5,138	4,057	-1,081	-21.0%	16,700

Daily Pivots for day following 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.237	4.194	4.050
R3	4.167	4.124	4.030
R2	4.097	4.097	4.024
R1	4.054	4.054	4.017	4.041
PP	4.027	4.027	4.027	4.020
S1	3.984	3.984	4.005	3.971
S2	3.957	3.957	3.998
S3	3.887	3.914	3.992
S4	3.817	3.844	3.973

Weekly Pivots for week ending 07-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.537	4.434	4.099
R3	4.377	4.274	4.055
R2	4.217	4.217	4.040
R1	4.114	4.114	4.026	4.086
PP	4.057	4.057	4.057	4.043
S1	3.954	3.954	3.996	3.926
S2	3.897	3.897	3.982
S3	3.737	3.794	3.967
S4	3.577	3.634	3.923

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.160	4.000	0.160	4.0%	0.073	1.8%	7%	False	True	3,340
10	4.303	4.000	0.303	7.6%	0.080	2.0%	4%	False	True	3,147
20	4.440	4.000	0.440	11.0%	0.078	2.0%	3%	False	True	2,661
40	4.527	4.000	0.527	13.1%	0.083	2.1%	2%	False	True	2,044

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	0.024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	4.368
2.618	4.253
1.618	4.183
1.000	4.140
0.618	4.113
HIGH	4.070
0.618	4.043
0.500	4.035
0.382	4.027
LOW	4.000
0.618	3.957
1.000	3.930
1.618	3.887
2.618	3.817
4.250	3.703

Fisher Pivots for day following 07-Oct-2011
Pivot	1 day	3 day
R1	4.035	4.072
PP	4.027	4.052
S1	4.019	4.031

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

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