NYMEX Natural Gas Future May 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	2.111	2.023	-0.088	-4.2%	2.122
High	2.126	2.049	-0.077	-3.6%	2.204
Low	2.024	1.972	-0.052	-2.6%	2.069
Close	2.031	1.984	-0.047	-2.3%	2.089
Range	0.102	0.077	-0.025	-24.5%	0.135
ATR	0.092	0.091	-0.001	-1.1%	0.000
Volume	120,588	132,831	12,243	10.2%	473,266

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.233	2.185	2.026
R3	2.156	2.108	2.005
R2	2.079	2.079	1.998
R1	2.031	2.031	1.991	2.017
PP	2.002	2.002	2.002	1.994
S1	1.954	1.954	1.977	1.940
S2	1.925	1.925	1.970
S3	1.848	1.877	1.963
S4	1.771	1.800	1.942

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.526	2.442	2.163
R3	2.391	2.307	2.126
R2	2.256	2.256	2.114
R1	2.172	2.172	2.101	2.147
PP	2.121	2.121	2.121	2.108
S1	2.037	2.037	2.077	2.012
S2	1.986	1.986	2.064
S3	1.851	1.902	2.052
S4	1.716	1.767	2.015

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.198	1.972	0.226	11.4%	0.076	3.8%	5%	False	True	119,753
10	2.307	1.972	0.335	16.9%	0.083	4.2%	4%	False	True	119,056
20	2.502	1.972	0.530	26.7%	0.085	4.3%	2%	False	True	95,161
40	2.961	1.972	0.989	49.8%	0.096	4.8%	1%	False	True	71,994
60	3.015	1.972	1.043	52.6%	0.114	5.7%	1%	False	True	65,587
80	3.391	1.972	1.419	71.5%	0.109	5.5%	1%	False	True	52,878
100	3.804	1.972	1.832	92.3%	0.106	5.4%	1%	False	True	44,111
120	4.080	1.972	2.108	106.3%	0.103	5.2%	1%	False	True	37,749

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	0.021
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.376
2.618	2.251
1.618	2.174
1.000	2.126
0.618	2.097
HIGH	2.049
0.618	2.020
0.500	2.011
0.382	2.001
LOW	1.972
0.618	1.924
1.000	1.895
1.618	1.847
2.618	1.770
4.250	1.645

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	2.011	2.049
PP	2.002	2.027
S1	1.993	2.006

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

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