NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 30-Apr-2012

Day Change Summary
	Previous	Current
	27-Apr-2012	30-Apr-2012	Change	Change %	Previous Week
Open	2.461	2.515	0.054	2.2%	2.348
High	2.523	2.628	0.105	4.2%	2.594
Low	2.450	2.473	0.023	0.9%	2.314
Close	2.515	2.600	0.085	3.4%	2.515
Range	0.073	0.155	0.082	112.3%	0.280
ATR	0.076	0.082	0.006	7.3%	0.000
Volume	44,701	20,707	-23,994	-53.7%	170,847

Daily Pivots for day following 30-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.032	2.971	2.685
R3	2.877	2.816	2.643
R2	2.722	2.722	2.628
R1	2.661	2.661	2.614	2.692
PP	2.567	2.567	2.567	2.582
S1	2.506	2.506	2.586	2.537
S2	2.412	2.412	2.572
S3	2.257	2.351	2.557
S4	2.102	2.196	2.515

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	2.628	2.366	0.262	10.1%	0.108	4.1%	89%	True	False	34,466
10	2.628	2.300	0.328	12.6%	0.080	3.1%	91%	True	False	27,955
20	2.663	2.300	0.363	14.0%	0.072	2.8%	83%	False	False	26,014
40	2.852	2.300	0.552	21.2%	0.075	2.9%	54%	False	False	23,028
60	3.198	2.300	0.898	34.5%	0.087	3.3%	33%	False	False	23,786

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	0.019
Widest range in 55 trading days

Fibonacci Retracements and Extensions
4.250	3.287
2.618	3.034
1.618	2.879
1.000	2.783
0.618	2.724
HIGH	2.628
0.618	2.569
0.500	2.551
0.382	2.532
LOW	2.473
0.618	2.377
1.000	2.318
1.618	2.222
2.618	2.067
4.250	1.814

Fisher Pivots for day following 30-Apr-2012
Pivot	1 day	3 day
R1	2.584	2.580
PP	2.567	2.559
S1	2.551	2.539

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

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