NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 13-Apr-2012

Day Change Summary
	Previous	Current
	12-Apr-2012	13-Apr-2012	Change	Change %	Previous Week
Open	2.368	2.349	-0.019	-0.8%	2.441
High	2.429	2.350	-0.079	-3.3%	2.481
Low	2.344	2.317	-0.027	-1.2%	2.317
Close	2.350	2.330	-0.020	-0.9%	2.330
Range	0.085	0.033	-0.052	-61.2%	0.164
ATR	0.080	0.076	-0.003	-4.2%	0.000
Volume	16,272	26,979	10,707	65.8%	102,152

Daily Pivots for day following 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.431	2.414	2.348
R3	2.398	2.381	2.339
R2	2.365	2.365	2.336
R1	2.348	2.348	2.333	2.340
PP	2.332	2.332	2.332	2.329
S1	2.315	2.315	2.327	2.307
S2	2.299	2.299	2.324
S3	2.266	2.282	2.321
S4	2.233	2.249	2.312

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.868	2.763	2.420
R3	2.704	2.599	2.375
R2	2.540	2.540	2.360
R1	2.435	2.435	2.345	2.406
PP	2.376	2.376	2.376	2.361
S1	2.271	2.271	2.315	2.242
S2	2.212	2.212	2.300
S3	2.048	2.107	2.285
S4	1.884	1.943	2.240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.481	2.317	0.164	7.0%	0.063	2.7%	8%	False	True	20,430
10	2.582	2.317	0.265	11.4%	0.066	2.8%	5%	False	True	17,905
20	2.785	2.317	0.468	20.1%	0.069	2.9%	3%	False	True	13,452
40	3.143	2.317	0.826	35.5%	0.080	3.4%	2%	False	True	12,793
60	3.170	2.317	0.853	36.6%	0.101	4.3%	2%	False	True	12,053
80	3.523	2.317	1.206	51.8%	0.098	4.2%	1%	False	True	10,276

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 29 trading days

Fibonacci Retracements and Extensions
4.250	2.490
2.618	2.436
1.618	2.403
1.000	2.383
0.618	2.370
HIGH	2.350
0.618	2.337
0.500	2.334
0.382	2.330
LOW	2.317
0.618	2.297
1.000	2.284
1.618	2.264
2.618	2.231
4.250	2.177

Fisher Pivots for day following 13-Apr-2012
Pivot	1 day	3 day
R1	2.334	2.373
PP	2.332	2.359
S1	2.331	2.344

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

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