NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 21-Oct-2011

Day Change Summary
	Previous	Current
	20-Oct-2011	21-Oct-2011	Change	Change %	Previous Week
Open	3.953	3.930	-0.023	-0.6%	4.090
High	4.017	3.952	-0.065	-1.6%	4.121
Low	3.928	3.889	-0.039	-1.0%	3.889
Close	3.963	3.943	-0.020	-0.5%	3.943
Range	0.089	0.063	-0.026	-29.2%	0.232
ATR	0.086	0.086	-0.001	-1.0%	0.000
Volume	3,092	8,062	4,970	160.7%	25,915

Daily Pivots for day following 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.117	4.093	3.978
R3	4.054	4.030	3.960
R2	3.991	3.991	3.955
R1	3.967	3.967	3.949	3.979
PP	3.928	3.928	3.928	3.934
S1	3.904	3.904	3.937	3.916
S2	3.865	3.865	3.931
S3	3.802	3.841	3.926
S4	3.739	3.778	3.908

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.680	4.544	4.071
R3	4.448	4.312	4.007
R2	4.216	4.216	3.986
R1	4.080	4.080	3.964	4.032
PP	3.984	3.984	3.984	3.961
S1	3.848	3.848	3.922	3.800
S2	3.752	3.752	3.900
S3	3.520	3.616	3.879
S4	3.288	3.384	3.815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.121	3.889	0.232	5.9%	0.087	2.2%	23%	False	True	5,183
10	4.121	3.889	0.232	5.9%	0.087	2.2%	23%	False	True	4,418
20	4.303	3.889	0.414	10.5%	0.084	2.1%	13%	False	True	3,783
40	4.525	3.889	0.636	16.1%	0.086	2.2%	8%	False	True	2,844

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	4.220
2.618	4.117
1.618	4.054
1.000	4.015
0.618	3.991
HIGH	3.952
0.618	3.928
0.500	3.921
0.382	3.913
LOW	3.889
0.618	3.850
1.000	3.826
1.618	3.787
2.618	3.724
4.250	3.621

Fisher Pivots for day following 21-Oct-2011
Pivot	1 day	3 day
R1	3.936	3.953
PP	3.928	3.950
S1	3.921	3.946

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

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