NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 27-Apr-2012

Day Change Summary
	Previous	Current
	26-Apr-2012	27-Apr-2012	Change	Change %	Previous Week
Open	2.498	2.461	-0.037	-1.5%	2.348
High	2.594	2.523	-0.071	-2.7%	2.594
Low	2.453	2.450	-0.003	-0.1%	2.314
Close	2.457	2.515	0.058	2.4%	2.515
Range	0.141	0.073	-0.068	-48.2%	0.280
ATR	0.077	0.076	0.000	-0.3%	0.000
Volume	33,649	44,701	11,052	32.8%	170,847

Daily Pivots for day following 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.715	2.688	2.555
R3	2.642	2.615	2.535
R2	2.569	2.569	2.528
R1	2.542	2.542	2.522	2.556
PP	2.496	2.496	2.496	2.503
S1	2.469	2.469	2.508	2.483
S2	2.423	2.423	2.502
S3	2.350	2.396	2.495
S4	2.277	2.323	2.475

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.314	3.195	2.669
R3	3.034	2.915	2.592
R2	2.754	2.754	2.566
R1	2.635	2.635	2.541	2.695
PP	2.474	2.474	2.474	2.504
S1	2.355	2.355	2.489	2.415
S2	2.194	2.194	2.464
S3	1.914	2.075	2.438
S4	1.634	1.795	2.361

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.594	2.314	0.280	11.1%	0.094	3.7%	72%	False	False	34,169
10	2.594	2.300	0.294	11.7%	0.069	2.7%	73%	False	False	28,471
20	2.663	2.300	0.363	14.4%	0.068	2.7%	59%	False	False	26,190
40	2.894	2.300	0.594	23.6%	0.072	2.9%	36%	False	False	23,084
60	3.198	2.300	0.898	35.7%	0.088	3.5%	24%	False	False	23,846

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	2.833
2.618	2.714
1.618	2.641
1.000	2.596
0.618	2.568
HIGH	2.523
0.618	2.495
0.500	2.487
0.382	2.478
LOW	2.450
0.618	2.405
1.000	2.377
1.618	2.332
2.618	2.259
4.250	2.140

Fisher Pivots for day following 27-Apr-2012
Pivot	1 day	3 day
R1	2.506	2.503
PP	2.496	2.492
S1	2.487	2.480

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

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