NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 26-Apr-2012

Day Change Summary
	Previous	Current
	25-Apr-2012	26-Apr-2012	Change	Change %	Previous Week
Open	2.382	2.498	0.116	4.9%	2.421
High	2.495	2.594	0.099	4.0%	2.444
Low	2.366	2.453	0.087	3.7%	2.300
Close	2.480	2.457	-0.023	-0.9%	2.332
Range	0.129	0.141	0.012	9.3%	0.144
ATR	0.072	0.077	0.005	6.9%	0.000
Volume	26,126	33,649	7,523	28.8%	113,871

Daily Pivots for day following 26-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.924	2.832	2.535
R3	2.783	2.691	2.496
R2	2.642	2.642	2.483
R1	2.550	2.550	2.470	2.526
PP	2.501	2.501	2.501	2.489
S1	2.409	2.409	2.444	2.385
S2	2.360	2.360	2.431
S3	2.219	2.268	2.418
S4	2.078	2.127	2.379

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	2.594	2.300	0.294	12.0%	0.086	3.5%	53%	True	False	29,560
10	2.594	2.300	0.294	12.0%	0.064	2.6%	53%	True	False	27,256
20	2.679	2.300	0.379	15.4%	0.071	2.9%	41%	False	False	24,862
40	2.934	2.300	0.634	25.8%	0.073	3.0%	25%	False	False	22,527
60	3.198	2.300	0.898	36.5%	0.088	3.6%	17%	False	False	23,534

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	0.016
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	3.193
2.618	2.963
1.618	2.822
1.000	2.735
0.618	2.681
HIGH	2.594
0.618	2.540
0.500	2.524
0.382	2.507
LOW	2.453
0.618	2.366
1.000	2.312
1.618	2.225
2.618	2.084
4.250	1.854

Fisher Pivots for day following 26-Apr-2012
Pivot	1 day	3 day
R1	2.524	2.480
PP	2.501	2.472
S1	2.479	2.465

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

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