NYMEX Natural Gas Future October 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	2.348	2.402	0.054	2.3%	2.421
High	2.400	2.410	0.010	0.4%	2.444
Low	2.314	2.370	0.056	2.4%	2.300
Close	2.382	2.371	-0.011	-0.5%	2.332
Range	0.086	0.040	-0.046	-53.5%	0.144
ATR	0.069	0.067	-0.002	-3.0%	0.000
Volume	19,224	47,147	27,923	145.3%	113,871

Daily Pivots for day following 24-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.504	2.477	2.393
R3	2.464	2.437	2.382
R2	2.424	2.424	2.378
R1	2.397	2.397	2.375	2.391
PP	2.384	2.384	2.384	2.380
S1	2.357	2.357	2.367	2.351
S2	2.344	2.344	2.364
S3	2.304	2.317	2.360
S4	2.264	2.277	2.349

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	2.410	2.300	0.110	4.6%	0.051	2.1%	65%	True	False	26,844
10	2.517	2.300	0.217	9.2%	0.052	2.2%	33%	False	False	26,128
20	2.728	2.300	0.428	18.1%	0.063	2.6%	17%	False	False	23,787
40	2.985	2.300	0.685	28.9%	0.072	3.0%	10%	False	False	22,009
60	3.210	2.300	0.910	38.4%	0.090	3.8%	8%	False	False	23,207

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	True
Stretch	0.013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	2.580
2.618	2.515
1.618	2.475
1.000	2.450
0.618	2.435
HIGH	2.410
0.618	2.395
0.500	2.390
0.382	2.385
LOW	2.370
0.618	2.345
1.000	2.330
1.618	2.305
2.618	2.265
4.250	2.200

Fisher Pivots for day following 24-Apr-2012
Pivot	1 day	3 day
R1	2.390	2.366
PP	2.384	2.360
S1	2.377	2.355

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

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