NYMEX Natural Gas Future September 2012

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

Day Change Summary
	Previous	Current
	23-May-2012	24-May-2012	Change	Change %	Previous Week
Open	2.833	2.856	0.023	0.8%	2.662
High	2.875	2.873	-0.002	-0.1%	2.912
Low	2.762	2.769	0.007	0.3%	2.571
Close	2.869	2.790	-0.079	-2.8%	2.896
Range	0.113	0.104	-0.009	-8.0%	0.341
ATR	0.111	0.111	-0.001	-0.5%	0.000
Volume	34,906	29,598	-5,308	-15.2%	154,383

Daily Pivots for day following 24-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.123	3.060	2.847
R3	3.019	2.956	2.819
R2	2.915	2.915	2.809
R1	2.852	2.852	2.800	2.832
PP	2.811	2.811	2.811	2.800
S1	2.748	2.748	2.780	2.728
S2	2.707	2.707	2.771
S3	2.603	2.644	2.761
S4	2.499	2.540	2.733

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.816	3.697	3.084
R3	3.475	3.356	2.990
R2	3.134	3.134	2.959
R1	3.015	3.015	2.927	3.075
PP	2.793	2.793	2.793	2.823
S1	2.674	2.674	2.865	2.734
S2	2.452	2.452	2.833
S3	2.111	2.333	2.802
S4	1.770	1.992	2.708

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.912	2.730	0.182	6.5%	0.127	4.6%	33%	False	False	31,964
10	2.912	2.571	0.341	12.2%	0.123	4.4%	64%	False	False	32,686
20	2.912	2.352	0.560	20.1%	0.114	4.1%	78%	False	False	32,517
40	2.912	2.222	0.690	24.7%	0.093	3.3%	82%	False	False	25,367
60	2.912	2.222	0.690	24.7%	0.085	3.0%	82%	False	False	20,555
80	3.143	2.222	0.921	33.0%	0.092	3.3%	62%	False	False	18,333
100	3.401	2.222	1.179	42.3%	0.101	3.6%	48%	False	False	16,241

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.031
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	3.315
2.618	3.145
1.618	3.041
1.000	2.977
0.618	2.937
HIGH	2.873
0.618	2.833
0.500	2.821
0.382	2.809
LOW	2.769
0.618	2.705
1.000	2.665
1.618	2.601
2.618	2.497
4.250	2.327

Fisher Pivots for day following 24-May-2012
Pivot	1 day	3 day
R1	2.821	2.803
PP	2.811	2.798
S1	2.800	2.794

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

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