NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 19-Apr-2012

Day Change Summary
	Previous	Current
	18-Apr-2012	19-Apr-2012	Change	Change %	Previous Week
Open	2.299	2.276	-0.023	-1.0%	2.441
High	2.313	2.282	-0.031	-1.3%	2.481
Low	2.276	2.224	-0.052	-2.3%	2.317
Close	2.285	2.233	-0.052	-2.3%	2.330
Range	0.037	0.058	0.021	56.8%	0.164
ATR	0.070	0.069	-0.001	-0.9%	0.000
Volume	13,744	13,335	-409	-3.0%	102,152

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.420	2.385	2.265
R3	2.362	2.327	2.249
R2	2.304	2.304	2.244
R1	2.269	2.269	2.238	2.258
PP	2.246	2.246	2.246	2.241
S1	2.211	2.211	2.228	2.200
S2	2.188	2.188	2.222
S3	2.130	2.153	2.217
S4	2.072	2.095	2.201

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	2.357	2.224	0.133	6.0%	0.044	2.0%	7%	False	True	19,238
10	2.519	2.224	0.295	13.2%	0.058	2.6%	3%	False	True	18,262
20	2.733	2.224	0.509	22.8%	0.064	2.9%	2%	False	True	15,313
40	3.140	2.224	0.916	41.0%	0.073	3.3%	1%	False	True	13,222
60	3.170	2.224	0.946	42.4%	0.091	4.1%	1%	False	True	12,530
80	3.495	2.224	1.271	56.9%	0.096	4.3%	1%	False	True	11,013

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.529
2.618	2.434
1.618	2.376
1.000	2.340
0.618	2.318
HIGH	2.282
0.618	2.260
0.500	2.253
0.382	2.246
LOW	2.224
0.618	2.188
1.000	2.166
1.618	2.130
2.618	2.072
4.250	1.978

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	2.253	2.283
PP	2.246	2.266
S1	2.240	2.250

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

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