NYMEX Natural Gas Future June 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	2.200	2.227	0.027	1.2%	2.259
High	2.232	2.239	0.007	0.3%	2.335
Low	2.171	2.143	-0.028	-1.3%	2.197
Close	2.223	2.152	-0.071	-3.2%	2.201
Range	0.061	0.096	0.035	57.4%	0.138
ATR	0.087	0.088	0.001	0.7%	0.000
Volume	56,529	58,987	2,458	4.3%	181,143

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.466	2.405	2.205
R3	2.370	2.309	2.178
R2	2.274	2.274	2.170
R1	2.213	2.213	2.161	2.196
PP	2.178	2.178	2.178	2.169
S1	2.117	2.117	2.143	2.100
S2	2.082	2.082	2.134
S3	1.986	2.021	2.126
S4	1.890	1.925	2.099

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.658	2.568	2.277
R3	2.520	2.430	2.239
R2	2.382	2.382	2.226
R1	2.292	2.292	2.214	2.268
PP	2.244	2.244	2.244	2.233
S1	2.154	2.154	2.188	2.130
S2	2.106	2.106	2.176
S3	1.968	2.016	2.163
S4	1.830	1.878	2.125

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.335	2.143	0.192	8.9%	0.077	3.6%	5%	False	True	49,713
10	2.446	2.143	0.303	14.1%	0.078	3.6%	3%	False	True	45,013
20	2.607	2.143	0.464	21.6%	0.084	3.9%	2%	False	True	35,426
40	3.040	2.143	0.897	41.7%	0.091	4.2%	1%	False	True	30,819
60	3.077	2.143	0.934	43.4%	0.110	5.1%	1%	False	True	29,388
80	3.466	2.143	1.323	61.5%	0.106	4.9%	1%	False	True	23,738
100	3.851	2.143	1.708	79.4%	0.103	4.8%	1%	False	True	19,960
120	4.118	2.143	1.975	91.8%	0.099	4.6%	0%	False	True	17,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.019
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	2.647
2.618	2.490
1.618	2.394
1.000	2.335
0.618	2.298
HIGH	2.239
0.618	2.202
0.500	2.191
0.382	2.180
LOW	2.143
0.618	2.084
1.000	2.047
1.618	1.988
2.618	1.892
4.250	1.735

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	2.191	2.212
PP	2.178	2.192
S1	2.165	2.172

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

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