NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 09-Apr-2012

Day Change Summary
	Previous	Current
	05-Apr-2012	09-Apr-2012	Change	Change %	Previous Week
Open	2.503	2.441	-0.062	-2.5%	2.492
High	2.519	2.481	-0.038	-1.5%	2.582
Low	2.442	2.413	-0.029	-1.2%	2.442
Close	2.444	2.475	0.031	1.3%	2.444
Range	0.077	0.068	-0.009	-11.7%	0.140
ATR	0.083	0.082	-0.001	-1.3%	0.000
Volume	11,261	21,930	10,669	94.7%	58,852

Daily Pivots for day following 09-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.660	2.636	2.512
R3	2.592	2.568	2.494
R2	2.524	2.524	2.487
R1	2.500	2.500	2.481	2.512
PP	2.456	2.456	2.456	2.463
S1	2.432	2.432	2.469	2.444
S2	2.388	2.388	2.463
S3	2.320	2.364	2.456
S4	2.252	2.296	2.438

Weekly Pivots for week ending 06-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.909	2.817	2.521
R3	2.769	2.677	2.483
R2	2.629	2.629	2.470
R1	2.537	2.537	2.457	2.513
PP	2.489	2.489	2.489	2.478
S1	2.397	2.397	2.431	2.373
S2	2.349	2.349	2.418
S3	2.209	2.257	2.406
S4	2.069	2.117	2.367

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.582	2.413	0.169	6.8%	0.072	2.9%	37%	False	True	16,156
10	2.713	2.413	0.300	12.1%	0.073	2.9%	21%	False	True	13,948
20	2.785	2.413	0.372	15.0%	0.074	3.0%	17%	False	True	12,316
40	3.143	2.413	0.730	29.5%	0.083	3.3%	8%	False	True	11,895
60	3.170	2.413	0.757	30.6%	0.102	4.1%	8%	False	True	11,473
80	3.568	2.413	1.155	46.7%	0.098	4.0%	5%	False	True	9,479

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	True
Bull Hook	False
Stretch	0.019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.770
2.618	2.659
1.618	2.591
1.000	2.549
0.618	2.523
HIGH	2.481
0.618	2.455
0.500	2.447
0.382	2.439
LOW	2.413
0.618	2.371
1.000	2.345
1.618	2.303
2.618	2.235
4.250	2.124

Fisher Pivots for day following 09-Apr-2012
Pivot	1 day	3 day
R1	2.466	2.489
PP	2.456	2.484
S1	2.447	2.480

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

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