NYMEX Natural Gas Future October 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	2.386	2.360	-0.026	-1.1%	2.525
High	2.397	2.366	-0.031	-1.3%	2.567
Low	2.361	2.307	-0.054	-2.3%	2.409
Close	2.370	2.317	-0.053	-2.2%	2.421
Range	0.036	0.059	0.023	63.9%	0.158
ATR	0.071	0.071	-0.001	-0.8%	0.000
Volume	19,706	26,488	6,782	34.4%	129,366

Daily Pivots for day following 19-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.507	2.471	2.349
R3	2.448	2.412	2.333
R2	2.389	2.389	2.328
R1	2.353	2.353	2.322	2.342
PP	2.330	2.330	2.330	2.324
S1	2.294	2.294	2.312	2.283
S2	2.271	2.271	2.306
S3	2.212	2.235	2.301
S4	2.153	2.176	2.285

Weekly Pivots for week ending 13-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.940	2.838	2.508
R3	2.782	2.680	2.464
R2	2.624	2.624	2.450
R1	2.522	2.522	2.435	2.494
PP	2.466	2.466	2.466	2.452
S1	2.364	2.364	2.407	2.336
S2	2.308	2.308	2.392
S3	2.150	2.206	2.378
S4	1.992	2.048	2.334

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.444	2.307	0.137	5.9%	0.043	1.8%	7%	False	True	24,951
10	2.600	2.307	0.293	12.6%	0.057	2.5%	3%	False	True	23,566
20	2.813	2.307	0.506	21.8%	0.067	2.9%	2%	False	True	21,779
40	3.198	2.307	0.891	38.5%	0.077	3.3%	1%	False	True	21,220
60	3.210	2.307	0.903	39.0%	0.095	4.1%	1%	False	True	23,184

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	0.013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	2.617
2.618	2.520
1.618	2.461
1.000	2.425
0.618	2.402
HIGH	2.366
0.618	2.343
0.500	2.337
0.382	2.330
LOW	2.307
0.618	2.271
1.000	2.248
1.618	2.212
2.618	2.153
4.250	2.056

Fisher Pivots for day following 19-Apr-2012
Pivot	1 day	3 day
R1	2.337	2.368
PP	2.330	2.351
S1	2.324	2.334

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

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