NYMEX Natural Gas Future July 2012

Trading Metrics calculated at close of trading on 14-May-2012

Day Change Summary
	Previous	Current
	11-May-2012	14-May-2012	Change	Change %	Previous Week
Open	2.557	2.572	0.015	0.6%	2.370
High	2.613	2.603	-0.010	-0.4%	2.613
Low	2.536	2.491	-0.045	-1.8%	2.362
Close	2.589	2.505	-0.084	-3.2%	2.589
Range	0.077	0.112	0.035	45.5%	0.251
ATR	0.101	0.102	0.001	0.7%	0.000
Volume	69,955	80,922	10,967	15.7%	319,593

Daily Pivots for day following 14-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.869	2.799	2.567
R3	2.757	2.687	2.536
R2	2.645	2.645	2.526
R1	2.575	2.575	2.515	2.554
PP	2.533	2.533	2.533	2.523
S1	2.463	2.463	2.495	2.442
S2	2.421	2.421	2.484
S3	2.309	2.351	2.474
S4	2.197	2.239	2.443

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.274	3.183	2.727
R3	3.023	2.932	2.658
R2	2.772	2.772	2.635
R1	2.681	2.681	2.612	2.727
PP	2.521	2.521	2.521	2.544
S1	2.430	2.430	2.566	2.476
S2	2.270	2.270	2.543
S3	2.019	2.179	2.520
S4	1.768	1.928	2.451

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.613	2.362	0.251	10.0%	0.116	4.6%	57%	False	False	71,338
10	2.613	2.338	0.275	11.0%	0.112	4.5%	61%	False	False	62,712
20	2.613	2.096	0.517	20.6%	0.102	4.1%	79%	False	False	57,290
40	2.705	2.096	0.609	24.3%	0.088	3.5%	67%	False	False	50,781
60	3.104	2.096	1.008	40.2%	0.091	3.6%	41%	False	False	40,907
80	3.128	2.096	1.032	41.2%	0.103	4.1%	40%	False	False	36,113
100	3.496	2.096	1.400	55.9%	0.102	4.1%	29%	False	False	30,533
120	3.901	2.096	1.805	72.1%	0.099	4.0%	23%	False	False	26,053

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	0.025
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.079
2.618	2.896
1.618	2.784
1.000	2.715
0.618	2.672
HIGH	2.603
0.618	2.560
0.500	2.547
0.382	2.534
LOW	2.491
0.618	2.422
1.000	2.379
1.618	2.310
2.618	2.198
4.250	2.015

Fisher Pivots for day following 14-May-2012
Pivot	1 day	3 day
R1	2.547	2.552
PP	2.533	2.536
S1	2.519	2.521

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

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