NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 20-Apr-2012

Day Change Summary
	Previous	Current
	19-Apr-2012	20-Apr-2012	Change	Change %	Previous Week
Open	2.276	2.237	-0.039	-1.7%	2.330
High	2.282	2.250	-0.032	-1.4%	2.357
Low	2.224	2.222	-0.002	-0.1%	2.222
Close	2.233	2.250	0.017	0.8%	2.250
Range	0.058	0.028	-0.030	-51.7%	0.135
ATR	0.069	0.066	-0.003	-4.3%	0.000
Volume	13,335	19,339	6,004	45.0%	88,554

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.325	2.315	2.265
R3	2.297	2.287	2.258
R2	2.269	2.269	2.255
R1	2.259	2.259	2.253	2.264
PP	2.241	2.241	2.241	2.243
S1	2.231	2.231	2.247	2.236
S2	2.213	2.213	2.245
S3	2.185	2.203	2.242
S4	2.157	2.175	2.235

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.681	2.601	2.324
R3	2.546	2.466	2.287
R2	2.411	2.411	2.275
R1	2.331	2.331	2.262	2.304
PP	2.276	2.276	2.276	2.263
S1	2.196	2.196	2.238	2.169
S2	2.141	2.141	2.225
S3	2.006	2.061	2.213
S4	1.871	1.926	2.176

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.357	2.222	0.135	6.0%	0.043	1.9%	21%	False	True	17,710
10	2.481	2.222	0.259	11.5%	0.053	2.4%	11%	False	True	19,070
20	2.713	2.222	0.491	21.8%	0.062	2.8%	6%	False	True	15,969
40	3.106	2.222	0.884	39.3%	0.071	3.1%	3%	False	True	13,466
60	3.170	2.222	0.948	42.1%	0.090	4.0%	3%	False	True	12,697
80	3.495	2.222	1.273	56.6%	0.096	4.3%	2%	False	True	11,232

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	0.013
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	2.369
2.618	2.323
1.618	2.295
1.000	2.278
0.618	2.267
HIGH	2.250
0.618	2.239
0.500	2.236
0.382	2.233
LOW	2.222
0.618	2.205
1.000	2.194
1.618	2.177
2.618	2.149
4.250	2.103

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	2.245	2.268
PP	2.241	2.262
S1	2.236	2.256

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

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