NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 10-Apr-2012

Day Change Summary
	Previous	Current
	09-Apr-2012	10-Apr-2012	Change	Change %	Previous Week
Open	2.441	2.470	0.029	1.2%	2.492
High	2.481	2.479	-0.002	-0.1%	2.582
Low	2.413	2.410	-0.003	-0.1%	2.442
Close	2.475	2.416	-0.059	-2.4%	2.444
Range	0.068	0.069	0.001	1.5%	0.140
ATR	0.082	0.081	-0.001	-1.1%	0.000
Volume	21,930	16,594	-5,336	-24.3%	58,852

Daily Pivots for day following 10-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.642	2.598	2.454
R3	2.573	2.529	2.435
R2	2.504	2.504	2.429
R1	2.460	2.460	2.422	2.448
PP	2.435	2.435	2.435	2.429
S1	2.391	2.391	2.410	2.379
S2	2.366	2.366	2.403
S3	2.297	2.322	2.397
S4	2.228	2.253	2.378

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	2.410	0.172	7.1%	0.068	2.8%	3%	False	True	16,103
10	2.644	2.410	0.234	9.7%	0.071	2.9%	3%	False	True	15,071
20	2.785	2.410	0.375	15.5%	0.075	3.1%	2%	False	True	12,364
40	3.143	2.410	0.733	30.3%	0.083	3.4%	1%	False	True	11,993
60	3.170	2.410	0.760	31.5%	0.102	4.2%	1%	False	True	11,487
80	3.536	2.410	1.126	46.6%	0.098	4.1%	1%	False	True	9,638

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.772
2.618	2.660
1.618	2.591
1.000	2.548
0.618	2.522
HIGH	2.479
0.618	2.453
0.500	2.445
0.382	2.436
LOW	2.410
0.618	2.367
1.000	2.341
1.618	2.298
2.618	2.229
4.250	2.117

Fisher Pivots for day following 10-Apr-2012
Pivot	1 day	3 day
R1	2.445	2.465
PP	2.435	2.448
S1	2.426	2.432

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

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