NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 24-Apr-2012

Day Change Summary
	Previous	Current
	23-Apr-2012	24-Apr-2012	Change	Change %	Previous Week
Open	2.264	2.315	0.051	2.3%	2.330
High	2.319	2.331	0.012	0.5%	2.357
Low	2.233	2.284	0.051	2.3%	2.222
Close	2.303	2.285	-0.018	-0.8%	2.250
Range	0.086	0.047	-0.039	-45.3%	0.135
ATR	0.068	0.066	-0.001	-2.2%	0.000
Volume	12,887	35,676	22,789	176.8%	88,554

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.441	2.410	2.311
R3	2.394	2.363	2.298
R2	2.347	2.347	2.294
R1	2.316	2.316	2.289	2.308
PP	2.300	2.300	2.300	2.296
S1	2.269	2.269	2.281	2.261
S2	2.253	2.253	2.276
S3	2.206	2.222	2.272
S4	2.159	2.175	2.259

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	2.331	2.222	0.109	4.8%	0.051	2.2%	58%	True	False	18,996
10	2.429	2.222	0.207	9.1%	0.053	2.3%	30%	False	False	20,074
20	2.644	2.222	0.422	18.5%	0.062	2.7%	15%	False	False	17,573
40	2.905	2.222	0.683	29.9%	0.068	3.0%	9%	False	False	14,153
60	3.167	2.222	0.945	41.4%	0.086	3.8%	7%	False	False	13,239
80	3.410	2.222	1.188	52.0%	0.096	4.2%	5%	False	False	11,816

Crabel Price Patterns
NR	True
NR4	False
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.531
2.618	2.454
1.618	2.407
1.000	2.378
0.618	2.360
HIGH	2.331
0.618	2.313
0.500	2.308
0.382	2.302
LOW	2.284
0.618	2.255
1.000	2.237
1.618	2.208
2.618	2.161
4.250	2.084

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	2.308	2.282
PP	2.300	2.279
S1	2.293	2.277

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

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