NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 17-Apr-2012

Day Change Summary
	Previous	Current
	16-Apr-2012	17-Apr-2012	Change	Change %	Previous Week
Open	2.330	2.339	0.009	0.4%	2.441
High	2.357	2.342	-0.015	-0.6%	2.481
Low	2.311	2.295	-0.016	-0.7%	2.317
Close	2.346	2.297	-0.049	-2.1%	2.330
Range	0.046	0.047	0.001	2.2%	0.164
ATR	0.074	0.072	-0.002	-2.2%	0.000
Volume	29,375	12,761	-16,614	-56.6%	102,152

Daily Pivots for day following 17-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.452	2.422	2.323
R3	2.405	2.375	2.310
R2	2.358	2.358	2.306
R1	2.328	2.328	2.301	2.320
PP	2.311	2.311	2.311	2.307
S1	2.281	2.281	2.293	2.273
S2	2.264	2.264	2.288
S3	2.217	2.234	2.284
S4	2.170	2.187	2.271

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	2.429	2.295	0.134	5.8%	0.054	2.4%	1%	False	True	21,152
10	2.582	2.295	0.287	12.5%	0.061	2.7%	1%	False	True	18,628
20	2.761	2.295	0.466	20.3%	0.066	2.9%	0%	False	True	14,619
40	3.140	2.295	0.845	36.8%	0.076	3.3%	0%	False	True	13,287
60	3.170	2.295	0.875	38.1%	0.098	4.3%	0%	False	True	12,498
80	3.523	2.295	1.228	53.5%	0.097	4.2%	0%	False	True	10,750

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.542
2.618	2.465
1.618	2.418
1.000	2.389
0.618	2.371
HIGH	2.342
0.618	2.324
0.500	2.319
0.382	2.313
LOW	2.295
0.618	2.266
1.000	2.248
1.618	2.219
2.618	2.172
4.250	2.095

Fisher Pivots for day following 17-Apr-2012
Pivot	1 day	3 day
R1	2.319	2.326
PP	2.311	2.316
S1	2.304	2.307

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

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