NYMEX Natural Gas Future August 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	2.378	2.324	-0.054	-2.3%	2.213
High	2.473	2.385	-0.088	-3.6%	2.473
Low	2.318	2.305	-0.013	-0.6%	2.195
Close	2.321	2.375	0.054	2.3%	2.375
Range	0.155	0.080	-0.075	-48.4%	0.278
ATR	0.080	0.080	0.000	0.0%	0.000
Volume	27,745	34,911	7,166	25.8%	142,273

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.595	2.565	2.419
R3	2.515	2.485	2.397
R2	2.435	2.435	2.390
R1	2.405	2.405	2.382	2.420
PP	2.355	2.355	2.355	2.363
S1	2.325	2.325	2.368	2.340
S2	2.275	2.275	2.360
S3	2.195	2.245	2.353
S4	2.115	2.165	2.331

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.182	3.056	2.528
R3	2.904	2.778	2.451
R2	2.626	2.626	2.426
R1	2.500	2.500	2.400	2.563
PP	2.348	2.348	2.348	2.379
S1	2.222	2.222	2.350	2.285
S2	2.070	2.070	2.324
S3	1.792	1.944	2.299
S4	1.514	1.666	2.222

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.473	2.195	0.278	11.7%	0.101	4.3%	65%	False	False	28,454
10	2.473	2.175	0.298	12.5%	0.074	3.1%	67%	False	False	25,751
20	2.550	2.175	0.375	15.8%	0.072	3.0%	53%	False	False	24,862
40	2.824	2.175	0.649	27.3%	0.074	3.1%	31%	False	False	18,198
60	3.137	2.175	0.962	40.5%	0.088	3.7%	21%	False	False	16,538
80	3.390	2.175	1.215	51.2%	0.099	4.2%	16%	False	False	14,423
100	3.794	2.175	1.619	68.2%	0.093	3.9%	12%	False	False	12,058

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	0.018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.725
2.618	2.594
1.618	2.514
1.000	2.465
0.618	2.434
HIGH	2.385
0.618	2.354
0.500	2.345
0.382	2.336
LOW	2.305
0.618	2.256
1.000	2.225
1.618	2.176
2.618	2.096
4.250	1.965

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	2.365	2.369
PP	2.355	2.363
S1	2.345	2.358

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

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