NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 12-Apr-2012

Day Change Summary
	Previous	Current
	11-Apr-2012	12-Apr-2012	Change	Change %	Previous Week
Open	2.288	2.240	-0.048	-2.1%	2.389
High	2.304	2.304	0.000	0.0%	2.473
Low	2.232	2.215	-0.017	-0.8%	2.323
Close	2.247	2.218	-0.029	-1.3%	2.326
Range	0.072	0.089	0.017	23.6%	0.150
ATR	0.085	0.085	0.000	0.3%	0.000
Volume	83,324	81,890	-1,434	-1.7%	160,331

Daily Pivots for day following 12-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.513	2.454	2.267
R3	2.424	2.365	2.242
R2	2.335	2.335	2.234
R1	2.276	2.276	2.226	2.261
PP	2.246	2.246	2.246	2.238
S1	2.187	2.187	2.210	2.172
S2	2.157	2.157	2.202
S3	2.068	2.098	2.194
S4	1.979	2.009	2.169

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	2.414	2.215	0.199	9.0%	0.082	3.7%	2%	False	True	66,099
10	2.510	2.215	0.295	13.3%	0.082	3.7%	1%	False	True	52,182
20	2.705	2.215	0.490	22.1%	0.078	3.5%	1%	False	True	37,554
40	3.104	2.215	0.889	40.1%	0.089	4.0%	0%	False	True	29,114
60	3.128	2.215	0.913	41.2%	0.106	4.8%	0%	False	True	26,411
80	3.496	2.215	1.281	57.8%	0.103	4.6%	0%	False	True	21,546
100	3.901	2.215	1.686	76.0%	0.099	4.5%	0%	False	True	17,966
120	4.162	2.215	1.947	87.8%	0.096	4.3%	0%	False	True	15,305

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.682
2.618	2.537
1.618	2.448
1.000	2.393
0.618	2.359
HIGH	2.304
0.618	2.270
0.500	2.260
0.382	2.249
LOW	2.215
0.618	2.160
1.000	2.126
1.618	2.071
2.618	1.982
4.250	1.837

Fisher Pivots for day following 12-Apr-2012
Pivot	1 day	3 day
R1	2.260	2.294
PP	2.246	2.269
S1	2.232	2.243

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

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