NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 13-Oct-2011

Day Change Summary
	Previous	Current
	12-Oct-2011	13-Oct-2011	Change	Change %	Previous Week
Open	4.019	3.957	-0.062	-1.5%	4.144
High	4.034	3.987	-0.047	-1.2%	4.160
Low	3.959	3.924	-0.035	-0.9%	4.000
Close	3.965	3.977	0.012	0.3%	4.011
Range	0.075	0.063	-0.012	-16.0%	0.160
ATR	0.081	0.080	-0.001	-1.6%	0.000
Volume	6,291	3,237	-3,054	-48.5%	16,700

Daily Pivots for day following 13-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.152	4.127	4.012
R3	4.089	4.064	3.994
R2	4.026	4.026	3.989
R1	4.001	4.001	3.983	4.014
PP	3.963	3.963	3.963	3.969
S1	3.938	3.938	3.971	3.951
S2	3.900	3.900	3.965
S3	3.837	3.875	3.960
S4	3.774	3.812	3.942

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	4.070	3.924	0.146	3.7%	0.070	1.8%	36%	False	True	3,953
10	4.198	3.924	0.274	6.9%	0.072	1.8%	19%	False	True	3,873
20	4.342	3.924	0.418	10.5%	0.071	1.8%	13%	False	True	3,127
40	4.525	3.924	0.601	15.1%	0.084	2.1%	9%	False	True	2,286

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	True
Bull Hook	False
Stretch	0.020
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	4.255
2.618	4.152
1.618	4.089
1.000	4.050
0.618	4.026
HIGH	3.987
0.618	3.963
0.500	3.956
0.382	3.948
LOW	3.924
0.618	3.885
1.000	3.861
1.618	3.822
2.618	3.759
4.250	3.656

Fisher Pivots for day following 13-Oct-2011
Pivot	1 day	3 day
R1	3.970	3.979
PP	3.963	3.978
S1	3.956	3.978

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

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