NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 17-Oct-2011

Day Change Summary
	Previous	Current
	14-Oct-2011	17-Oct-2011	Change	Change %	Previous Week
Open	3.988	4.090	0.102	2.6%	4.000
High	4.105	4.121	0.016	0.4%	4.105
Low	3.955	3.995	0.040	1.0%	3.924
Close	4.087	4.044	-0.043	-1.1%	4.087
Range	0.150	0.126	-0.024	-16.0%	0.181
ATR	0.085	0.088	0.003	3.5%	0.000
Volume	2,562	6,751	4,189	163.5%	18,271

Daily Pivots for day following 17-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.431	4.364	4.113
R3	4.305	4.238	4.079
R2	4.179	4.179	4.067
R1	4.112	4.112	4.056	4.083
PP	4.053	4.053	4.053	4.039
S1	3.986	3.986	4.032	3.957
S2	3.927	3.927	4.021
S3	3.801	3.860	4.009
S4	3.675	3.734	3.975

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	4.121	3.924	0.197	4.9%	0.098	2.4%	61%	True	False	4,280
10	4.144	3.924	0.220	5.4%	0.084	2.1%	55%	False	False	3,916
20	4.342	3.924	0.418	10.3%	0.079	2.0%	29%	False	False	3,372
40	4.525	3.924	0.601	14.9%	0.087	2.2%	20%	False	False	2,456

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	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.657
2.618	4.451
1.618	4.325
1.000	4.247
0.618	4.199
HIGH	4.121
0.618	4.073
0.500	4.058
0.382	4.043
LOW	3.995
0.618	3.917
1.000	3.869
1.618	3.791
2.618	3.665
4.250	3.460

Fisher Pivots for day following 17-Oct-2011
Pivot	1 day	3 day
R1	4.058	4.037
PP	4.053	4.030
S1	4.049	4.023

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

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