NYMEX Natural Gas Future July 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	2.363	2.288	-0.075	-3.2%	2.389
High	2.373	2.304	-0.069	-2.9%	2.473
Low	2.285	2.232	-0.053	-2.3%	2.323
Close	2.292	2.247	-0.045	-2.0%	2.326
Range	0.088	0.072	-0.016	-18.2%	0.150
ATR	0.086	0.085	-0.001	-1.2%	0.000
Volume	81,324	83,324	2,000	2.5%	160,331

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.477	2.434	2.287
R3	2.405	2.362	2.267
R2	2.333	2.333	2.260
R1	2.290	2.290	2.254	2.276
PP	2.261	2.261	2.261	2.254
S1	2.218	2.218	2.240	2.204
S2	2.189	2.189	2.234
S3	2.117	2.146	2.227
S4	2.045	2.074	2.207

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.824	2.725	2.409
R3	2.674	2.575	2.367
R2	2.524	2.524	2.354
R1	2.425	2.425	2.340	2.400
PP	2.374	2.374	2.374	2.361
S1	2.275	2.275	2.312	2.250
S2	2.224	2.224	2.299
S3	2.074	2.125	2.285
S4	1.924	1.975	2.244

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.456	2.232	0.224	10.0%	0.076	3.4%	7%	False	True	58,367
10	2.543	2.232	0.311	13.8%	0.079	3.5%	5%	False	True	48,040
20	2.705	2.232	0.473	21.1%	0.078	3.5%	3%	False	True	34,685
40	3.104	2.232	0.872	38.8%	0.088	3.9%	2%	False	True	27,722
60	3.128	2.232	0.896	39.9%	0.107	4.8%	2%	False	True	25,303
80	3.496	2.232	1.264	56.3%	0.102	4.6%	1%	False	True	20,573
100	3.901	2.232	1.669	74.3%	0.099	4.4%	1%	False	True	17,171
120	4.162	2.232	1.930	85.9%	0.096	4.3%	1%	False	True	14,644

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	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.610
2.618	2.492
1.618	2.420
1.000	2.376
0.618	2.348
HIGH	2.304
0.618	2.276
0.500	2.268
0.382	2.260
LOW	2.232
0.618	2.188
1.000	2.160
1.618	2.116
2.618	2.044
4.250	1.926

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	2.268	2.303
PP	2.261	2.284
S1	2.254	2.266

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

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