NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 17-Apr-2012

Day Change Summary
	Previous	Current
	16-Apr-2012	17-Apr-2012	Change	Change %	Previous Week
Open	2.288	2.304	0.016	0.7%	2.402
High	2.319	2.304	-0.015	-0.6%	2.450
Low	2.273	2.250	-0.023	-1.0%	2.274
Close	2.305	2.254	-0.051	-2.2%	2.287
Range	0.046	0.054	0.008	17.4%	0.176
ATR	0.077	0.075	-0.002	-2.0%	0.000
Volume	27,190	17,379	-9,811	-36.1%	133,697

Daily Pivots for day following 17-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.431	2.397	2.284
R3	2.377	2.343	2.269
R2	2.323	2.323	2.264
R1	2.289	2.289	2.259	2.279
PP	2.269	2.269	2.269	2.265
S1	2.235	2.235	2.249	2.225
S2	2.215	2.215	2.244
S3	2.161	2.181	2.239
S4	2.107	2.127	2.224

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.865	2.752	2.384
R3	2.689	2.576	2.335
R2	2.513	2.513	2.319
R1	2.400	2.400	2.303	2.369
PP	2.337	2.337	2.337	2.321
S1	2.224	2.224	2.271	2.193
S2	2.161	2.161	2.255
S3	1.985	2.048	2.239
S4	1.809	1.872	2.190

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.388	2.250	0.138	6.1%	0.057	2.5%	3%	False	True	25,762
10	2.550	2.250	0.300	13.3%	0.065	2.9%	1%	False	True	24,679
20	2.734	2.250	0.484	21.5%	0.070	3.1%	1%	False	True	18,314
40	3.134	2.250	0.884	39.2%	0.080	3.6%	0%	False	True	14,510
60	3.148	2.250	0.898	39.8%	0.100	4.4%	0%	False	True	14,441
80	3.522	2.250	1.272	56.4%	0.098	4.4%	0%	False	True	12,005
100	3.927	2.250	1.677	74.4%	0.094	4.2%	0%	False	True	10,088

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.534
2.618	2.445
1.618	2.391
1.000	2.358
0.618	2.337
HIGH	2.304
0.618	2.283
0.500	2.277
0.382	2.271
LOW	2.250
0.618	2.217
1.000	2.196
1.618	2.163
2.618	2.109
4.250	2.021

Fisher Pivots for day following 17-Apr-2012
Pivot	1 day	3 day
R1	2.277	2.285
PP	2.269	2.274
S1	2.262	2.264

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

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