NYMEX Natural Gas Future October 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	2.360	2.321	-0.039	-1.7%	2.421
High	2.366	2.333	-0.033	-1.4%	2.444
Low	2.307	2.300	-0.007	-0.3%	2.300
Close	2.317	2.332	0.015	0.6%	2.332
Range	0.059	0.033	-0.026	-44.1%	0.144
ATR	0.071	0.068	-0.003	-3.8%	0.000
Volume	26,488	21,657	-4,831	-18.2%	113,871

Daily Pivots for day following 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.421	2.409	2.350
R3	2.388	2.376	2.341
R2	2.355	2.355	2.338
R1	2.343	2.343	2.335	2.349
PP	2.322	2.322	2.322	2.325
S1	2.310	2.310	2.329	2.316
S2	2.289	2.289	2.326
S3	2.256	2.277	2.323
S4	2.223	2.244	2.314

Weekly Pivots for week ending 20-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.791	2.705	2.411
R3	2.647	2.561	2.372
R2	2.503	2.503	2.358
R1	2.417	2.417	2.345	2.388
PP	2.359	2.359	2.359	2.344
S1	2.273	2.273	2.319	2.244
S2	2.215	2.215	2.306
S3	2.071	2.129	2.292
S4	1.927	1.985	2.253

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.444	2.300	0.144	6.2%	0.044	1.9%	22%	False	True	22,774
10	2.567	2.300	0.267	11.4%	0.053	2.3%	12%	False	True	24,323
20	2.779	2.300	0.479	20.5%	0.063	2.7%	7%	False	True	22,147
40	3.155	2.300	0.855	36.7%	0.075	3.2%	4%	False	True	21,348
60	3.210	2.300	0.910	39.0%	0.094	4.0%	4%	False	True	22,979

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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 5 trading days

Fibonacci Retracements and Extensions
4.250	2.473
2.618	2.419
1.618	2.386
1.000	2.366
0.618	2.353
HIGH	2.333
0.618	2.320
0.500	2.317
0.382	2.313
LOW	2.300
0.618	2.280
1.000	2.267
1.618	2.247
2.618	2.214
4.250	2.160

Fisher Pivots for day following 20-Apr-2012
Pivot	1 day	3 day
R1	2.327	2.349
PP	2.322	2.343
S1	2.317	2.338

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

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