NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 07-May-2012

Day Change Summary
	Previous	Current
	04-May-2012	07-May-2012	Change	Change %	Previous Week
Open	2.620	2.578	-0.042	-1.6%	2.515
High	2.675	2.652	-0.023	-0.9%	2.675
Low	2.565	2.577	0.012	0.5%	2.473
Close	2.578	2.631	0.053	2.1%	2.578
Range	0.110	0.075	-0.035	-31.8%	0.202
ATR	0.087	0.086	-0.001	-1.0%	0.000
Volume	29,985	22,733	-7,252	-24.2%	144,344

Daily Pivots for day following 07-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.845	2.813	2.672
R3	2.770	2.738	2.652
R2	2.695	2.695	2.645
R1	2.663	2.663	2.638	2.679
PP	2.620	2.620	2.620	2.628
S1	2.588	2.588	2.624	2.604
S2	2.545	2.545	2.617
S3	2.470	2.513	2.610
S4	2.395	2.438	2.590

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	2.550	0.125	4.8%	0.093	3.5%	65%	False	False	29,274
10	2.675	2.366	0.309	11.7%	0.100	3.8%	86%	False	False	31,870
20	2.675	2.300	0.375	14.3%	0.077	2.9%	88%	False	False	27,610
40	2.852	2.300	0.552	21.0%	0.078	3.0%	60%	False	False	23,838
60	3.198	2.300	0.898	34.1%	0.083	3.2%	37%	False	False	23,798

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	2.971
2.618	2.848
1.618	2.773
1.000	2.727
0.618	2.698
HIGH	2.652
0.618	2.623
0.500	2.615
0.382	2.606
LOW	2.577
0.618	2.531
1.000	2.502
1.618	2.456
2.618	2.381
4.250	2.258

Fisher Pivots for day following 07-May-2012
Pivot	1 day	3 day
R1	2.626	2.627
PP	2.620	2.624
S1	2.615	2.620

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

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