NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 11-May-2012

Day Change Summary
	Previous	Current
	10-May-2012	11-May-2012	Change	Change %	Previous Week
Open	2.728	2.751	0.023	0.8%	2.578
High	2.782	2.793	0.011	0.4%	2.793
Low	2.699	2.711	0.012	0.4%	2.577
Close	2.757	2.751	-0.006	-0.2%	2.751
Range	0.083	0.082	-0.001	-1.2%	0.216
ATR	0.091	0.090	-0.001	-0.7%	0.000
Volume	50,294	42,606	-7,688	-15.3%	182,683

Daily Pivots for day following 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	2.998	2.956	2.796
R3	2.916	2.874	2.774
R2	2.834	2.834	2.766
R1	2.792	2.792	2.759	2.792
PP	2.752	2.752	2.752	2.752
S1	2.710	2.710	2.743	2.710
S2	2.670	2.670	2.736
S3	2.588	2.628	2.728
S4	2.506	2.546	2.706

Weekly Pivots for week ending 11-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.355	3.269	2.870
R3	3.139	3.053	2.810
R2	2.923	2.923	2.791
R1	2.837	2.837	2.771	2.880
PP	2.707	2.707	2.707	2.729
S1	2.621	2.621	2.731	2.664
S2	2.491	2.491	2.711
S3	2.275	2.405	2.692
S4	2.059	2.189	2.632

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.793	2.577	0.216	7.9%	0.095	3.5%	81%	True	False	36,536
10	2.793	2.473	0.320	11.6%	0.102	3.7%	87%	True	False	32,702
20	2.793	2.300	0.493	17.9%	0.085	3.1%	91%	True	False	30,587
40	2.852	2.300	0.552	20.1%	0.078	2.9%	82%	False	False	25,713
60	3.198	2.300	0.898	32.6%	0.084	3.1%	50%	False	False	24,606
80	3.210	2.300	0.910	33.1%	0.100	3.6%	50%	False	False	25,407

Crabel Price Patterns
NR	True
NR4	True
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	0.028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	3.142
2.618	3.008
1.618	2.926
1.000	2.875
0.618	2.844
HIGH	2.793
0.618	2.762
0.500	2.752
0.382	2.742
LOW	2.711
0.618	2.660
1.000	2.629
1.618	2.578
2.618	2.496
4.250	2.363

Fisher Pivots for day following 11-May-2012
Pivot	1 day	3 day
R1	2.752	2.748
PP	2.752	2.745
S1	2.751	2.742

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

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