NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 14-Oct-2011

Day Change Summary
	Previous	Current
	13-Oct-2011	14-Oct-2011	Change	Change %	Previous Week
Open	3.957	3.988	0.031	0.8%	4.000
High	3.987	4.105	0.118	3.0%	4.105
Low	3.924	3.955	0.031	0.8%	3.924
Close	3.977	4.087	0.110	2.8%	4.087
Range	0.063	0.150	0.087	138.1%	0.181
ATR	0.080	0.085	0.005	6.3%	0.000
Volume	3,237	2,562	-675	-20.9%	18,271

Daily Pivots for day following 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.499	4.443	4.170
R3	4.349	4.293	4.128
R2	4.199	4.199	4.115
R1	4.143	4.143	4.101	4.171
PP	4.049	4.049	4.049	4.063
S1	3.993	3.993	4.073	4.021
S2	3.899	3.899	4.060
S3	3.749	3.843	4.046
S4	3.599	3.693	4.005

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.582	4.515	4.187
R3	4.401	4.334	4.137
R2	4.220	4.220	4.120
R1	4.153	4.153	4.104	4.187
PP	4.039	4.039	4.039	4.055
S1	3.972	3.972	4.070	4.006
S2	3.858	3.858	4.054
S3	3.677	3.791	4.037
S4	3.496	3.610	3.987

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.105	3.924	0.181	4.4%	0.086	2.1%	90%	True	False	3,654
10	4.160	3.924	0.236	5.8%	0.080	2.0%	69%	False	False	3,497
20	4.342	3.924	0.418	10.2%	0.076	1.8%	39%	False	False	3,107
40	4.525	3.924	0.601	14.7%	0.085	2.1%	27%	False	False	2,325

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.020
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	4.743
2.618	4.498
1.618	4.348
1.000	4.255
0.618	4.198
HIGH	4.105
0.618	4.048
0.500	4.030
0.382	4.012
LOW	3.955
0.618	3.862
1.000	3.805
1.618	3.712
2.618	3.562
4.250	3.318

Fisher Pivots for day following 14-Oct-2011
Pivot	1 day	3 day
R1	4.068	4.063
PP	4.049	4.039
S1	4.030	4.015

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

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