NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 23-May-2012

Day Change Summary
	Previous	Current
	22-May-2012	23-May-2012	Change	Change %	Previous Week
Open	2.865	2.895	0.030	1.0%	2.747
High	2.931	2.935	0.004	0.1%	2.976
Low	2.799	2.828	0.029	1.0%	2.631
Close	2.913	2.933	0.020	0.7%	2.962
Range	0.132	0.107	-0.025	-18.9%	0.345
ATR	0.108	0.108	0.000	-0.1%	0.000
Volume	35,037	37,052	2,015	5.8%	162,888

Daily Pivots for day following 23-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.220	3.183	2.992
R3	3.113	3.076	2.962
R2	3.006	3.006	2.953
R1	2.969	2.969	2.943	2.988
PP	2.899	2.899	2.899	2.908
S1	2.862	2.862	2.923	2.881
S2	2.792	2.792	2.913
S3	2.685	2.755	2.904
S4	2.578	2.648	2.874

Weekly Pivots for week ending 18-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.891	3.772	3.152
R3	3.546	3.427	3.057
R2	3.201	3.201	3.025
R1	3.082	3.082	2.994	3.142
PP	2.856	2.856	2.856	2.886
S1	2.737	2.737	2.930	2.797
S2	2.511	2.511	2.899
S3	2.166	2.392	2.867
S4	1.821	2.047	2.772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.976	2.760	0.216	7.4%	0.133	4.5%	80%	False	False	43,517
10	2.976	2.631	0.345	11.8%	0.120	4.1%	88%	False	False	39,889
20	2.976	2.450	0.526	17.9%	0.114	3.9%	92%	False	False	35,568
40	2.976	2.300	0.676	23.0%	0.090	3.1%	94%	False	False	29,972
60	2.976	2.300	0.676	23.0%	0.086	2.9%	94%	False	False	26,562
80	3.198	2.300	0.898	30.6%	0.095	3.2%	70%	False	False	26,370

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.030
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	3.390
2.618	3.215
1.618	3.108
1.000	3.042
0.618	3.001
HIGH	2.935
0.618	2.894
0.500	2.882
0.382	2.869
LOW	2.828
0.618	2.762
1.000	2.721
1.618	2.655
2.618	2.548
4.250	2.373

Fisher Pivots for day following 23-May-2012
Pivot	1 day	3 day
R1	2.916	2.914
PP	2.899	2.896
S1	2.882	2.877

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

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