NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 11-Apr-2012

Day Change Summary
	Previous	Current
	10-Apr-2012	11-Apr-2012	Change	Change %	Previous Week
Open	2.470	2.410	-0.060	-2.4%	2.492
High	2.479	2.427	-0.052	-2.1%	2.582
Low	2.410	2.368	-0.042	-1.7%	2.442
Close	2.416	2.377	-0.039	-1.6%	2.444
Range	0.069	0.059	-0.010	-14.5%	0.140
ATR	0.081	0.079	-0.002	-1.9%	0.000
Volume	16,594	20,377	3,783	22.8%	58,852

Daily Pivots for day following 11-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.568	2.531	2.409
R3	2.509	2.472	2.393
R2	2.450	2.450	2.388
R1	2.413	2.413	2.382	2.402
PP	2.391	2.391	2.391	2.385
S1	2.354	2.354	2.372	2.343
S2	2.332	2.332	2.366
S3	2.273	2.295	2.361
S4	2.214	2.236	2.345

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	2.565	2.368	0.197	8.3%	0.066	2.8%	5%	False	True	17,189
10	2.638	2.368	0.270	11.4%	0.073	3.1%	3%	False	True	16,191
20	2.785	2.368	0.417	17.5%	0.072	3.0%	2%	False	True	12,691
40	3.143	2.368	0.775	32.6%	0.083	3.5%	1%	False	True	12,217
60	3.170	2.368	0.802	33.7%	0.102	4.3%	1%	False	True	11,664
80	3.523	2.368	1.155	48.6%	0.098	4.1%	1%	False	True	9,864

Crabel Price Patterns
NR	True
NR4	True
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	0.017
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.678
2.618	2.581
1.618	2.522
1.000	2.486
0.618	2.463
HIGH	2.427
0.618	2.404
0.500	2.398
0.382	2.391
LOW	2.368
0.618	2.332
1.000	2.309
1.618	2.273
2.618	2.214
4.250	2.117

Fisher Pivots for day following 11-Apr-2012
Pivot	1 day	3 day
R1	2.398	2.425
PP	2.391	2.409
S1	2.384	2.393

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

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