NYMEX Natural Gas Future October 2012

Trading Metrics calculated at close of trading on 29-May-2012

Day Change Summary
	Previous	Current
	25-May-2012	29-May-2012	Change	Change %	Previous Week
Open	2.852	2.720	-0.132	-4.6%	2.952
High	2.860	2.761	-0.099	-3.5%	2.955
Low	2.733	2.638	-0.095	-3.5%	2.733
Close	2.789	2.657	-0.132	-4.7%	2.789
Range	0.127	0.123	-0.004	-3.1%	0.222
ATR	0.109	0.112	0.003	2.7%	0.000
Volume	39,964	26,333	-13,631	-34.1%	220,283

Daily Pivots for day following 29-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.054	2.979	2.725
R3	2.931	2.856	2.691
R2	2.808	2.808	2.680
R1	2.733	2.733	2.668	2.709
PP	2.685	2.685	2.685	2.674
S1	2.610	2.610	2.646	2.586
S2	2.562	2.562	2.634
S3	2.439	2.487	2.623
S4	2.316	2.364	2.589

Weekly Pivots for week ending 25-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	3.492	3.362	2.911
R3	3.270	3.140	2.850
R2	3.048	3.048	2.830
R1	2.918	2.918	2.809	2.872
PP	2.826	2.826	2.826	2.803
S1	2.696	2.696	2.769	2.650
S2	2.604	2.604	2.748
S3	2.382	2.474	2.728
S4	2.160	2.252	2.667

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	2.940	2.638	0.302	11.4%	0.119	4.5%	6%	False	True	35,118
10	2.976	2.631	0.345	13.0%	0.129	4.8%	8%	False	False	36,552
20	2.976	2.550	0.426	16.0%	0.113	4.2%	25%	False	False	35,791
40	2.976	2.300	0.676	25.4%	0.093	3.5%	53%	False	False	30,902
60	2.976	2.300	0.676	25.4%	0.087	3.3%	53%	False	False	27,283
80	3.198	2.300	0.898	33.8%	0.093	3.5%	40%	False	False	26,787

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	3.284
2.618	3.083
1.618	2.960
1.000	2.884
0.618	2.837
HIGH	2.761
0.618	2.714
0.500	2.700
0.382	2.685
LOW	2.638
0.618	2.562
1.000	2.515
1.618	2.439
2.618	2.316
4.250	2.115

Fisher Pivots for day following 29-May-2012
Pivot	1 day	3 day
R1	2.700	2.789
PP	2.685	2.745
S1	2.671	2.701

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

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