NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 04-May-2012

Day Change Summary
	Previous	Current
	03-May-2012	04-May-2012	Change	Change %	Previous Week
Open	2.582	2.620	0.038	1.5%	2.515
High	2.668	2.675	0.007	0.3%	2.675
Low	2.578	2.565	-0.013	-0.5%	2.473
Close	2.632	2.578	-0.054	-2.1%	2.578
Range	0.090	0.110	0.020	22.2%	0.202
ATR	0.085	0.087	0.002	2.1%	0.000
Volume	30,817	29,985	-832	-2.7%	144,344

Daily Pivots for day following 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.936	2.867	2.639
R3	2.826	2.757	2.608
R2	2.716	2.716	2.598
R1	2.647	2.647	2.588	2.627
PP	2.606	2.606	2.606	2.596
S1	2.537	2.537	2.568	2.517
S2	2.496	2.496	2.558
S3	2.386	2.427	2.548
S4	2.276	2.317	2.518

Weekly Pivots for week ending 04-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.181	3.082	2.689
R3	2.979	2.880	2.634
R2	2.777	2.777	2.615
R1	2.678	2.678	2.597	2.728
PP	2.575	2.575	2.575	2.600
S1	2.476	2.476	2.559	2.526
S2	2.373	2.373	2.541
S3	2.171	2.274	2.522
S4	1.969	2.072	2.467

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.675	2.473	0.202	7.8%	0.109	4.2%	52%	True	False	28,868
10	2.675	2.314	0.361	14.0%	0.102	3.9%	73%	True	False	31,519
20	2.675	2.300	0.375	14.5%	0.077	3.0%	74%	True	False	27,921
40	2.852	2.300	0.552	21.4%	0.078	3.0%	50%	False	False	23,940
60	3.198	2.300	0.898	34.8%	0.085	3.3%	31%	False	False	23,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	3.143
2.618	2.963
1.618	2.853
1.000	2.785
0.618	2.743
HIGH	2.675
0.618	2.633
0.500	2.620
0.382	2.607
LOW	2.565
0.618	2.497
1.000	2.455
1.618	2.387
2.618	2.277
4.250	2.098

Fisher Pivots for day following 04-May-2012
Pivot	1 day	3 day
R1	2.620	2.613
PP	2.606	2.601
S1	2.592	2.590

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

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