NYMEX Natural Gas Future September 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	2.367	2.420	0.053	2.2%	2.264
High	2.430	2.536	0.106	4.4%	2.512
Low	2.352	2.379	0.027	1.1%	2.233
Close	2.422	2.509	0.087	3.6%	2.422
Range	0.078	0.157	0.079	101.3%	0.279
ATR	0.077	0.082	0.006	7.5%	0.000
Volume	32,486	18,365	-14,121	-43.5%	114,537

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.946	2.884	2.595
R3	2.789	2.727	2.552
R2	2.632	2.632	2.538
R1	2.570	2.570	2.523	2.601
PP	2.475	2.475	2.475	2.490
S1	2.413	2.413	2.495	2.444
S2	2.318	2.318	2.480
S3	2.161	2.256	2.466
S4	2.004	2.099	2.423

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.226	3.103	2.575
R3	2.947	2.824	2.499
R2	2.668	2.668	2.473
R1	2.545	2.545	2.448	2.607
PP	2.389	2.389	2.389	2.420
S1	2.266	2.266	2.396	2.328
S2	2.110	2.110	2.371
S3	1.831	1.987	2.345
S4	1.552	1.708	2.269

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.536	2.279	0.257	10.2%	0.112	4.5%	89%	True	False	24,003
10	2.536	2.222	0.314	12.5%	0.082	3.3%	91%	True	False	19,208
20	2.582	2.222	0.360	14.3%	0.073	2.9%	80%	False	False	19,123
40	2.785	2.222	0.563	22.4%	0.073	2.9%	51%	False	False	15,283
60	3.143	2.222	0.921	36.7%	0.084	3.3%	31%	False	False	14,064
80	3.401	2.222	1.179	47.0%	0.098	3.9%	24%	False	False	12,722

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.021
Widest range in 51 trading days

Fibonacci Retracements and Extensions
4.250	3.203
2.618	2.947
1.618	2.790
1.000	2.693
0.618	2.633
HIGH	2.536
0.618	2.476
0.500	2.458
0.382	2.439
LOW	2.379
0.618	2.282
1.000	2.222
1.618	2.125
2.618	1.968
4.250	1.712

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	2.492	2.487
PP	2.475	2.466
S1	2.458	2.444

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

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