NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 03-May-2012

Day Change Summary
	Previous	Current
	02-May-2012	03-May-2012	Change	Change %	Previous Week
Open	2.646	2.582	-0.064	-2.4%	2.348
High	2.670	2.668	-0.002	-0.1%	2.594
Low	2.550	2.578	0.028	1.1%	2.314
Close	2.565	2.632	0.067	2.6%	2.515
Range	0.120	0.090	-0.030	-25.0%	0.280
ATR	0.084	0.085	0.001	1.6%	0.000
Volume	37,189	30,817	-6,372	-17.1%	170,847

Daily Pivots for day following 03-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.896	2.854	2.682
R3	2.806	2.764	2.657
R2	2.716	2.716	2.649
R1	2.674	2.674	2.640	2.695
PP	2.626	2.626	2.626	2.637
S1	2.584	2.584	2.624	2.605
S2	2.536	2.536	2.616
S3	2.446	2.494	2.607
S4	2.356	2.404	2.583

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	2.670	2.450	0.220	8.4%	0.102	3.9%	83%	False	False	31,812
10	2.670	2.300	0.370	14.1%	0.094	3.6%	90%	False	False	30,686
20	2.670	2.300	0.370	14.1%	0.076	2.9%	90%	False	False	27,126
40	2.852	2.300	0.552	21.0%	0.077	2.9%	60%	False	False	23,792
60	3.198	2.300	0.898	34.1%	0.084	3.2%	37%	False	False	23,864

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.022
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.051
2.618	2.904
1.618	2.814
1.000	2.758
0.618	2.724
HIGH	2.668
0.618	2.634
0.500	2.623
0.382	2.612
LOW	2.578
0.618	2.522
1.000	2.488
1.618	2.432
2.618	2.342
4.250	2.196

Fisher Pivots for day following 03-May-2012
Pivot	1 day	3 day
R1	2.629	2.625
PP	2.626	2.617
S1	2.623	2.610

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

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